by Markus Holtz (Author)
This book deals with the numerical analysis and efficient numerical treatment of high-dimensional integrals using sparse grids and other dimension-wise integration techniques with applications to finance and insurance.
Format: Hardcover
Pages: 182
Edition: 1st Edition.
Publisher: Springer
Published: 25 Oct 2010
ISBN 10: 3642160034
ISBN 13: 9783642160035