Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
- Berlin, Heidelberg Springer Berlin Heidelberg 2011.
Mathematics and Statistics (Springer-11649)
9783642160042, 978-3-642-16004-2
Computational Mathematics and Numerical Analysis
Computer science - Mathematics
Finance
Mathematics
Mathematics
Quantitative Finance
518, / 23 518 23
Mathematics and Statistics (Springer-11649)
9783642160042, 978-3-642-16004-2
Computational Mathematics and Numerical Analysis
Computer science - Mathematics
Finance
Mathematics
Mathematics
Quantitative Finance
518, / 23 518 23
