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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

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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.
Författare
Markus Holtz
Upplaga
2011 ed.
ISBN
9783642265631
Språk
Engelska
Vikt
310 gram
Utgivningsdatum
2012-12-01
Sidor
192