Sparse grid quadrature in high dimensions with applications in finance and insurance

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Bibliographic Details
Main Author:	Holtz, Markus
Format:	Book
Published:	Heidelberg Springer 2011
Series:	Lecture notes in computational science and engineering v.77
Subjects:	Numerical grid generation (Numerical analysis) Calculus, Integral
Online Access:	Click Here to View Status and Holdings.
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MARC


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020	#	#	\|a 3642160034 (hardcover : alk. paper)
020	#	#	\|a 9783642160035 (hardcover : alk. paper)
040	#	#	\|a ITMB
090	0	0	\|a QA377 \|b .H65 2011
100	1	#	\|a Holtz, Markus
245	1	0	\|a Sparse grid quadrature in high dimensions with applications in finance and insurance \|c Markus Holtz
260	#	#	\|a Heidelberg \|b Springer \|c 2011
300	#	#	\|a viii, 182 p. \|b ill. \|c 25 cm
490	1	#	\|a Lecture notes in computational science and engineering \|v v.77
504	#	#	\|a Includes bibliographical references and index
650	#	1	\|a Numerical grid generation (Numerical analysis)
650	#	#	\|a Calculus, Integral
856	4	0	\|z Click Here to View Status and Holdings. \|u https://opac.uitm.edu.my/opac/detailsPage/detailsHome.jsp?tid=450107
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