Sparse grid quadrature in high dimensions with applications in finance and insurance /

Bibliographic Details

Main Author:	Holtz, Markus
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Heidelberg : Springer, 2011.
Series:	Lecture notes in computational science and engineering ; 77.
Subjects:	Business mathematics. Numerical analysis. Electronic books.
Online Access:	Connect to the full text of this electronic book