Research Group of Prof. Dr. M. Griebel
Institute for Numerical Simulation
maximize


@incollection{Gerstner.Griebel:2008,
  author = {T. Gerstner and M. Griebel},
  editor = {R. Cont},
  title = {Sparse Grids},
  booktitle = {Encyclopedia of Quantitative Finance},
  publisher = {John Wiley and Sons},
  year = {2010},
  month = feb,
  pdf = {http://wissrech.ins.uni-bonn.de/research/pub/gerstner/sparsegrids.pdf 1},
  url = {http://www.wiley.com//legacy/wileychi/eqf/index.html},
  annote = {series}
}