Overview
- Includes supplementary material: sn.pub/extras
Part of the book series: Lecture Notes in Computational Science and Engineering (LNCSE, volume 77)
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Table of contents (7 chapters)
Keywords
About this book
Authors and Affiliations
About the author
Bibliographic Information
Book Title: Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
Authors: Markus Holtz
Series Title: Lecture Notes in Computational Science and Engineering
DOI: https://doi.org/10.1007/978-3-642-16004-2
Publisher: Springer Berlin, Heidelberg
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag GmbH Berlin Heidelberg 2011
Hardcover ISBN: 978-3-642-16003-5Published: 25 October 2010
Softcover ISBN: 978-3-642-26563-1Published: 01 December 2012
eBook ISBN: 978-3-642-16004-2Published: 22 October 2010
Series ISSN: 1439-7358
Series E-ISSN: 2197-7100
Edition Number: 1
Number of Pages: VIII, 192
Number of Illustrations: 32 b/w illustrations
Topics: Computational Mathematics and Numerical Analysis, Quantitative Finance