Differentiability and semismoothness properties of integral functions and their applications
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Publication:1771309
DOI10.1007/s10107-004-0523-xzbMath1079.90143MaRDI QIDQ1771309
Liqun Qi, Alexander Shapiro, 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
Semi-infinite programming; Smoothness; Semismoothness; Shape-preserving interpolation; Option price problem
90C34: Semi-infinite programming
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