Several notions of stochastic convexity and concavity and their properties are studied in this paper. Efficient sample path approaches are developed in order to verify the occurrence of these notions ...

Roula Khalaf, Editor of the FT, selects her favourite stories in this weekly newsletter. Want to surprise people at cocktail parties when discussing the 2007-08 financial cataclysm? Just tell them the ...

This is a preview. Log in through your library . Abstract Abstract The purpose of this paper is twofold: first, to establish sufficient conditions under which the mean curvature flow supported on a ...

CME Group’s volatility index CVOL, is a suite of implied 30-day forward volatility indices measuring 30-day forward volatility across all option strike prices of key futures markets. Higher convexity ...