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...
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| 格式: | Electronic Resource |
| 語言: | English |
| 出版: |
Heidelberg
Springer
c2011
Berlin, Heidelberg Springer Berlin Heidelberg 2011. |
| 叢編: | Lecture notes in computational science and engineering
77 |
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| 在線閱讀: | Available for the University of the Philippines Diliman via SpringerLink. Click here to access |