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


@phdthesis{Holtz:2008,
  author = {M.~Holtz},
  title = {{Sparse Grid Quadrature in High Dimensions with
		  Applications in Finance and Insurance}},
  school = {Institut f\"ur Numerische Simulation, Universit\"{a}t Bonn},
  year = {2008},
  annote = {INSdiss,thesis},
  type = {Dissertation},
  pdf = {http://wissrech.ins.uni-bonn.de/research/pub/holtz/diss_holtz.pdf 1}
}