@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} }