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...
Guardat en:
| Autor principal: | |
|---|---|
| Format: | Livre numérique |
| Idioma: | Anglais |
| Publicat: |
Berlin, Heidelberg :
Springer Berlin Heidelberg
[20..].
Cham : Springer Nature |
| Edició: | 1st ed. 2011. |
| Col·lecció: | Lecture Notes in Computational Science and Engineering
77 |
| Accés en línia: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Description d'après consultation du 22 avril 2013 Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance, Texte imprimé, 9783642160035 • Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance, Texte imprimé, 9783642265631 • Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance, Texte imprimé, 9783642160035 • Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance, Texte imprimé, 9783642160059 |