Sparse grid quadrature in high dimensions with applications in finance and insurance
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| Main Author: | |
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| Format: | Book |
| Published: |
Heidelberg
Springer
2011
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| Series: | Lecture notes in computational science and engineering
v.77 |
| Subjects: | |
| Online Access: | Click Here to View Status and Holdings. |
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Add Tag | Physical Description: | viii, 182 p. ill. 25 cm |
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| Bibliography: | Includes bibliographical references and index |
| ISBN: | 3642160034 (hardcover : alk. paper) 9783642160035 (hardcover : alk. paper) |
Handbook of grid generation