Institute for Numerical Simulation
Rheinische Friedrich-Wilhelms-Universität Bonn
maximize


@article{Griebel.Holtz:2008,
  author = {M. Griebel and M. Holtz},
  title = {Dimension-wise Integration of High-dimensional Functions
		  with Applications to Finance},
  journal = {J. Complexity},
  year = {2010},
  inspreprintnum = {0809},
  annote = {article},
  volume = {26},
  pages = {455--489},
  note = {Also available as INS Preprint 0809},
  pdf = {http://wissrech.ins.uni-bonn.de/research/pub/holtz/GriebelHoltz2008.pdf 1}
}