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Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance Cover Image E-book E-book

Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance

Holtz, Markus. (Author). SpringerLink (Online service) (Added Author).

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  • ISBN: 9783642160042
  • Physical Description: electronic
    electronic resource
    access
    remote
    VIII, 192 p. digital.
  • Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg, 2011.

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Subject: Mathematics
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Computer science Mathematics
Mathematics
Computational Mathematics and Numerical Analysis
Quantitative Finance

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