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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
Description
Item Description:Electronic resource.
Physical Description:1 online resource (viii, 182 pages) : illustrations
Bibliography:Includes bibliographical references and index.
ISBN:3642160042 (electronic bk.)
9783642160042 (electronic bk.)
ISSN:1439-7358 ;
DOI:10.1007/978-3-642-16004-2