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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