@PhDThesis{ Gerstner:2007, author = {T. Gerstner}, title = {{Sparse Grid Quadrature Methods for Computational Finance}}, school = {Institute for Numerical Simulation, University of Bonn}, year = {2007}, annote = {thesis,habil}, type = {Habilitation}, pdf = {http://wissrech.ins.uni-bonn.de/research/pub/gerstner/gerstner_habil.pdf} }