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Sparse grid quadrature in high dimensions with applications in finance and insurance / Markus Holtz

  • Linear

  • MARC

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    QA377
    .H65 2011
     
    904316 (Shelf),BOK
    Holtz, Markus

         Sparse grid quadrature in high dimensions with applications in finance and insurance. - Heidelberg , 2011.

         viii, 182 p. : ill. ; 25 cm Lecture notes in computational science and engineering v.77.

         ISBN 3642160034 (hardcover : alk. paper)
         .-ISBN 9783642160035 (hardcover : alk. paper).
         
         1. Numerical grid generation (Numerical analysis) 2. Calculus, Integral.I. Title II. Series
         Library : UiTM Shah Alam
    Accn No.Item StatusAdd IdLocationSMDItem Category
    904316ShelfPERPUSTAKAAN SAINS DAN TEKNOLOGI TAR(P4)BOOKRAK TERBUKA (OPEN SHELVES)

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