Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance [electronic resource] / by Markus Holtz.
Record details
- ISBN: 9783642160042
- Physical Description: VIII, 192 p. digital.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.
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Subject: | Mathematics. Finance. Computer science > Mathematics. Mathematics. Computational Mathematics and Numerical Analysis. Quantitative Finance. |