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Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance

Markus Holtz

25 octobre 2010

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Description

Langue

anglais

Pages

192

Lecture Notes in Computational Science and Engineering

Publié par: Springer/Sci-Tech/Trade

Dimensions à l’expédition: 9" H x 6" W x 1" L

ISBN: 9783642160035

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