@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}, pdf = {http://wissrech.ins.uni-bonn.de/research/pub/gerstner/sparsegrids.pdf} , url = {http://www.wiley.com//legacy/wileychi/eqf/index.html}, annote = {series} }