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Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance - Lecture Notes in Computational Science and Engineering Markus Holtz 2011 edition
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Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance - Lecture Notes in Computational Science and Engineering
Markus Holtz
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.
200 pages, 32 black & white illustrations, biography
| Mediji | Grāmatas Hardcover Book (Grāmata ar cieto muguriņu un vāku) |
| Izlaists | 2010. gada 25. oktobris |
| ISBN13 | 9783642160035 |
| Izdevēji | Springer-Verlag Berlin and Heidelberg Gm |
| Lapas | 192 |
| Izmēri | 161 × 239 × 17 mm · 272 g |
| Valoda | Angļu |
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