René Henrion, Werner Römisch. Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions. Annals OR, 177(1):115-125, 2010. [doi]
@article{HenrionR10,
title = {Lipschitz and differentiability properties of quasi-concave and singular normal distribution functions},
author = {René Henrion and Werner Römisch},
year = {2010},
doi = {10.1007/s10479-009-0598-0},
url = {http://dx.doi.org/10.1007/s10479-009-0598-0},
researchr = {https://researchr.org/publication/HenrionR10},
cites = {0},
citedby = {0},
journal = {Annals OR},
volume = {177},
number = {1},
pages = {115-125},
}