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. The book focuses on providing insights into the interplay between coordinate tran...
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| Format: | Electronic eBook |
| Language: | English |
| Published: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2011.
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| Series: | Lecture Notes in Computational Science and Engineering,
77 |
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| Online Access: | Full Text via HEAL-Link |
