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

This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance.
Forfatter
Markus Holtz
Opplag
2011 ed.
ISBN
9783642265631
Språk
Engelsk
Vekt
310 gram
Utgivelsesdato
1.12.2012
Antall sider
192