An edition of Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance (2010)

Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance

By Markus Holtz

0 (0 Ratings)

0 Want to read0 Currently reading0 Have read

Publish Date

2011

Publisher

Springer-Verlag Berlin Heidelberg

Language

eng

Pages

200

Description:

subjects: Mathematics, Finance, Computer science, Calculus, integral, Numerical analysis, Finance, mathematical models, Risk, Wiskundige economie, Mathematical models, Computational Mathematics and Numerical Analysis, Quantitative Finance