Matthias Ehrhardt
- Numerical Analysis top 1%
- Numerical methods for differential equations 26
- Differential Equations and Numerical Methods 20
- Modeling and Simulation top 1%
- Finance top 2%
- Stochastic processes and financial applications 32
- Financial Risk and Volatility Modeling 11
- Mathematical Physics top 5%
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- Electromagnetic Simulation and Numerical Methods 25
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- Advanced Numerical Methods in Computational Mathematics 23
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- Electromagnetic Scattering and Analysis 16
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- Underwater Acoustics Research 11
- Co-authors
- Anton ArnoldMichael GüntherIvan SofronovXavier AntoineRonald E. MickensChristophe BesseAchim SchädleThomas Koprucki
- Journals
- Journal of Computational and Applied Mathematics (7 papers)Applied Mathematics Letters (6 papers)Applied Numerical Mathematics (4 papers)
- Partner nations
- GermanyRussiaUzbekistan
In The Last Decade
Matthias Ehrhardt
139 papers receiving 1.6k citations
Peers
Comparison fields: 5 of 102
- Numerical Analysis 439
- Modeling and Simulation 224
- Finance 267
- Statistical and Nonlinear Physics 300
- Mathematical Physics 180
Countries citing papers authored by Matthias Ehrhardt
This map shows the geographic impact of Matthias Ehrhardt's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Matthias Ehrhardt with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Matthias Ehrhardt more than expected).
Fields of papers citing papers by Matthias Ehrhardt
This network shows the impact of papers produced by Matthias Ehrhardt. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Matthias Ehrhardt. The network helps show where Matthias Ehrhardt may publish in the future.
Co-authorship network
The 25 scholars most cited alongside Matthias Ehrhardt, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
| # | Work | ||
|---|---|---|---|
| 1 | 2025 | 5 | |
| 2 | 2025 | 1 | |
| 3 | 2025 | 1 | |
| 4 | 2024 | 0 | |
| 5 | 2024 | 1 | |
| 6 | 2024 | 1 | |
| 7 | 2023 | 14 | |
| 8 | 2021 | 1 | |
| 9 | 2020 | 12 | |
| 10 | Pricing Swing Options in Electricity Markets with Two Stochastic Factors Using a Partial Differential Equation Approach | 2016 | 1 |
| 11 | Option pricing with dynamically correlated stochastic interest rate | 2015 | 2 |
| 12 | Alternating direction explicit methods for convection diffusion equations | 2015 | 8 |
| 13 | Meshfree methods in option pricing | 2012 | 2 |
| 14 | 2009 | 2 | |
| 15 | 2008 | 10 | |
| 16 | Nonlinear models in mathematical finance : new research trends in option pricing | 2008 | 26 |
| 17 | 2008 | 99 | |
| 18 | 2008 | 2 | |
| 19 | 2006 | 33 | |
| 20 | Approximation, stability and fast calculation of non–local boundary conditions for the Schrödinger equation | 2003 | 6 |
About Matthias Ehrhardt
Matthias Ehrhardt is a scholar working on Numerical Analysis, Modeling and Simulation, Finance, Statistical and Nonlinear Physics and Mathematical Physics, having authored 150 papers that have together received 1.7k indexed citations. Recurring topics across this work include Stochastic processes and financial applications (32 papers), Numerical methods for differential equations (26 papers), Electromagnetic Simulation and Numerical Methods (25 papers), Advanced Numerical Methods in Computational Mathematics (23 papers), Differential Equations and Numerical Methods (20 papers), Electromagnetic Scattering and Analysis (16 papers), Underwater Acoustics Research (11 papers) and Financial Risk and Volatility Modeling (11 papers). The work is most often cited by research in Numerical Analysis (439 citations), Modeling and Simulation (224 citations), Finance (267 citations), Statistical and Nonlinear Physics (300 citations) and Mathematical Physics (180 citations). Matthias Ehrhardt has collaborated with scholars based in Germany, Russia and Uzbekistan. Frequent co-authors include Anton Arnold, Michael Günther, Ivan Sofronov, Xavier Antoine, Ronald E. Mickens, Christophe Besse, Achim Schädle, Thomas Koprucki, Đặng Quang Á and D. U. Matrasulov. Their work appears in journals such as Journal of Computational and Applied Mathematics, Applied Mathematics Letters, Applied Numerical Mathematics, Physics Letters A and International Journal of Theoretical and Applied Finance.
Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.