LIBROS DEL AUTOR: markus holtz

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  • Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance
    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. The book focuses on providing insights into the interplay between coordinate transformations, effective dimensions and the convergence behaviour of sparse grid m...
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    66,72 €