Felix Kirschner

Revisiting semidefinite programming approaches to options pricing: complexity and computational perspectives

Etienne de Klerk, Didier Henrion, Milan Korda, 2021 .

Convergence rates of RLT and Lasserre-type hierarchies for the generalized moment problem over the simplex and the sphere

Etienne de Klerk, Felix Kirschner, 2021 .