---
title: Total Positivity and Convexity in Options
url: https://www.ml-quant.com/papers/repec/wsi-wschap-9789811280306-0012/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: RePEc:wsi:wschap:9789811280306_0012
source_url: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9789811280306_0012%3Bh%3Drepec%3Awsi%3Awschap%3A9789811280306_0012
featured: 2023-12-20
citations: unknown
topic: Derivatives & Volatility
---


# Total Positivity and Convexity in Options

The chapter explores total positivity and relative convexity properties in option pricing models, demonstrating that these properties generally hold in time-homogeneous local volatility models.

- Source: https://econpapers.repec.org/scripts/redir.pf?u=https%3A%2F%2Fwww.worldscientific.com%2Fdoi%2Fpdf%2F10.1142%2F9789811280306_0012%3Bh%3Drepec%3Awsi%3Awschap%3A9789811280306_0012
- Identifier: RePEc:wsi:wschap:9789811280306_0012
- Released: 2023-12-20
- First featured: Quant Letter No. 30 (2023-12-20): https://www.ml-quant.com/issues/2023-12-20/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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