Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions

René Henrion, Werner Römisch. Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions. Annals OR, 177(1):115-125, 2010. [doi]

Authors

René Henrion

This author has not been identified. Look up 'René Henrion' in Google

Werner Römisch

This author has not been identified. Look up 'Werner Römisch' in Google