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~person:"Kirschner, Felix"
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moment-SOS hierarchy
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options pricing
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semidefinite programming
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Kirschner, Felix
Lasserre, Jean B.
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Lasserre, Jean-Bernard
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INFORMS journal on computing : JOC ; charting new directions in operations research and computer science ; a journal of the Institute for Operations Research and the Management Sciences
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Revisiting semidefinite programming approaches to options pricing : complexity and computational perspectives
Henrion, Didier
;
Kirschner, Felix
;
Klerk, Etienne de
; …
- In:
INFORMS journal on computing : JOC ; charting new …
35
(
2023
)
2
,
pp. 335-349
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