Edit Profile (opens in new tab) Hendricks, Christian Co-Author Distance Author ID: hendricks.christian Published as: Hendricks, Christian; Hendricks, C. Documents Indexed: 6 Publications since 2015 Co-Authors: 5 Co-Authors with 6 Joint Publications 211 Co-Co-Authors Co-Authors 0 single-authored 5 Ehrhardt, Matthias 5 Günther, Michael 2 Heuer, Christof 1 Düring, Bertram 1 Miles, James J. Serials 1 Journal of Computational and Applied Mathematics 1 Applied Numerical Mathematics 1 Acta Mathematica Universitatis Comenianae. New Series 1 Numerical Mathematics: Theory, Methods and Applications Fields 6 Numerical analysis (65-XX) 4 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 2 Partial differential equations (35-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 5 Publications have been cited 34 times in 24 Documents Cited by ▼ Year ▼ High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance. Zbl 1375.65113 Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael 15 2017 High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique. Zbl 1342.65185 Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael 14 2016 Sparse grid high-order ADI scheme for option pricing in stochastic volatility models. Zbl 1420.91505 Düring, Bertram; Hendricks, Christian; Miles, James 3 2017 High-order-compact ADI schemes for pricing basket options in the combination technique. Zbl 1420.91509 Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael 1 2017 Error splitting preservation for high order finite difference schemes in the combination technique. Zbl 1399.65295 Hendricks, Christian; Ehrhardt, Matthias; Gunther, Michael 1 2017 High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance. Zbl 1375.65113 Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael 15 2017 Sparse grid high-order ADI scheme for option pricing in stochastic volatility models. Zbl 1420.91505 Düring, Bertram; Hendricks, Christian; Miles, James 3 2017 High-order-compact ADI schemes for pricing basket options in the combination technique. Zbl 1420.91509 Hendricks, Christian; Heuer, Christof; Ehrhardt, Matthias; Günther, Michael 1 2017 Error splitting preservation for high order finite difference schemes in the combination technique. Zbl 1399.65295 Hendricks, Christian; Ehrhardt, Matthias; Gunther, Michael 1 2017 High-order ADI schemes for diffusion equations with mixed derivatives in the combination technique. Zbl 1342.65185 Hendricks, Christian; Ehrhardt, Matthias; Günther, Michael 14 2016 all cited Publications top 5 cited Publications all top 5 Cited by 37 Authors 4 González-Pinto, Severiano 4 Hernandez-Abreu, Domingo 4 Pérez Rodríguez, S. 3 López-Salas, José Germán 3 Mishra, Chittaranjan 3 Vázquez Cendón, Carlos 2 Düring, Bertram 2 Ehrhardt, Matthias 2 Ghosh, Abhijit 2 Günther, Michael 2 Hairer, Ernst 2 Hendricks, Christian 2 Portillo, A. M. 1 Bialecki, Bernard 1 Clevenhaus, Anna 1 Eskar, Rena 1 Feng, Xinlong 1 Fernandes, Ryan I. 1 Francisquez, Manaure 1 Ge, Yongbin 1 Heuer, Christof 1 Huang, Pengzhan 1 Liu, Chan 1 Lu, Xiaoping 1 Ma, Tingfu 1 Miles, James J. 1 Pitkin, Alexander 1 Reisinger, Christoph 1 Rogers, Barrett N. 1 Sheng, Qin 1 Su, Bihao 1 Sun, Chong 1 Wang, Zhenru 1 Wu, Yuanqing 1 Xu, Chenglong 1 Ye, Maoqing 1 Zhu, Ben all top 5 Cited in 11 Serials 4 Computers & Mathematics with Applications 4 Journal of Computational and Applied Mathematics 2 Applied Mathematics and Computation 2 Numerical Algorithms 2 SIAM Journal on Scientific Computing 1 Computer Physics Communications 1 International Journal of Computer Mathematics 1 Advances in Difference Equations 1 Tbilisi Mathematical Journal 1 Algorithms 1 Advances in Applied Mathematics and Mechanics all top 5 Cited in 9 Fields 24 Numerical analysis (65-XX) 14 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Partial differential equations (35-XX) 3 Probability theory and stochastic processes (60-XX) 1 Ordinary differential equations (34-XX) 1 Difference and functional equations (39-XX) 1 Computer science (68-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Geophysics (86-XX) Citations by Year