Chargement en cours…
Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
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. The book focuses on providing insights into the interplay between coordinate tran...
| Cote: | Libro Electrónico |
|---|---|
| Auteur principal: | |
| Collectivité auteur: | |
| Format: | Électronique eBook |
| Langue: | Inglés |
| Publié: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2011.
|
| Édition: | 1st ed. 2011. |
| Collection: | Lecture Notes in Computational Science and Engineering,
77 |
| Sujets: | |
| Accès en ligne: | Texto Completo |