In this paper we study differentiability and semismoothness properties of functions defined as integrals of parameterized functions. We also discuss applications of the developed theory to the problems of shape-preserving interpolation, option pricing and semi-infinite programming.
|Number of pages||26|
|Publication status||Published - 1 Mar 2005|
- Option price problem
- Semi-infinite programming
- Shape-preserving interpolation
ASJC Scopus subject areas