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...
Κύριος συγγραφέας: | Holtz, Markus (Συγγραφέας) |
---|---|
Συγγραφή απο Οργανισμό/Αρχή: | SpringerLink (Online service) |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg,
2011.
|
Σειρά: | Lecture Notes in Computational Science and Engineering,
77 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
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