In this article we discuss lattice convexity and concavity of Calderón-Lozanovskii space Eφ, generated by a quasi-Banach space E and an increasing Orlicz function φ. We give estimations of convexity ...

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 ...

Nonparametric estimation under shape constraints represents a vibrant field that bridges rigorous mathematical theory with practical applications. This approach leverages inherent qualitative ...

Duration is the primary measure of interest rate sensitivity — it is the percentage change in price for a 1% change in interest rates. However, practitioners also look at convexity, which is the ...