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Sparse grid quadrature in high dimen...

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

Record Type:	Electronic resources : Monograph/item
Title/Author:	Sparse grid quadrature in high dimensions with applications in finance and insurance / by Markus Holtz.
Author:	Holtz, Markus.
Published:	Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg, : 2011.,
Description:	viii, 182 p. :ill., digital ; : 24 cm.;
Series:	Lecture notes in computational science and engineering,
Contained By:	Springer eBooks
Subject:	Business mathematics. -
Online resource:	http://dx.doi.org/10.1007/978-3-642-16004-2
ISBN:	9783642160042 (electronic bk.)

Sparse grid quadrature in high dimensions with applications in finance and insurance
Holtz, Markus.

Sparse grid quadrature in high dimensions with applications in finance and insurance [electronic resource] /by Markus Holtz. - Berlin, Heidelberg :Springer-Verlag Berlin Heidelberg,2011. - viii, 182 p. :ill., digital ;24 cm. - Lecture notes in computational science and engineering,771439-7358 ;.

ISBN: 9783642160042 (electronic bk.)Subjects--Topical Terms:

245617
Business mathematics.

LC Class. No.: HF5691 / .H65 2011

Dewey Class. No.: 650.01513

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