Christian Hendricks

Publication Activity (10 Years)

Years Active: 2017-2017
Publications (10 Years): 1

Top Topics

Hamilton Jacobi

Numerical Scheme

Finite Difference

Top Venues

J. Comput. Appl. Math.

Publications

Christian Hendricks, Christof Heuer, Matthias Ehrhardt, Michael Günther
High-order ADI finite difference schemes for parabolic equations in the combination technique with application in finance. J. Comput. Appl. Math. 316 (2017)