Differentiability and semismoothness properties of integral functions and their applications

DOI10.1007/s10107-004-0523-xzbMath1079.90143OpenAlexW1988518818MaRDI QIDQ1771309

Alexander Shapiro, Liqun Qi, Chen Ling

Publication date: 19 April 2005

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-004-0523-x

zbMATH Keywords

Semi-infinite programmingSmoothnessSemismoothnessShape-preserving interpolationOption price problem

Mathematics Subject Classification ID

Related Items (23)

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