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Hendricks, Christian

Author ID: hendricks.christian Recent zbMATH articles by "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

Publications by Year

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

Citations by Year