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

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Title	Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
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Authors	Markus Holtz
Subjects	Springer

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Publishing Year: 2010
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245: $a: Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
245: $b:
082: $a:
100: $a: Markus Holtz
650: $a: Springer
250: $a:
440: $v:
250: $b:
250: $c: 2010
020: $a:
300: $a:

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

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