B-Spline-Based Monotone Multigrid Methods. - Markus Holtz; Angela Kunoth (SIAM J. Numer. Anal., 2007)

Dimension-wise integration of high-dimensional functions with applications to finance. - Michael Griebel; Markus Holtz (J. Complex., 2010)

Sparse Grid Quadrature in High Dimensions with Applications in Finance and Insurance. - Markus Holtz (Springer, 2011)