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In this thesis, we give a lower bound on the areas of small geodesic balls in an immersed hypersurface M contained in a Riemannian manifold N. This lower bound depends only on an upper bound for the a...
In this article, we show how to calibrate the widely-used SVI parameterization of the implied volatility surface in such a way as to guarantee the absence of static arbitrage. In particular, we exhibi...
We demonstrate that graphs embedded on surfaces are a powerful and practical tool to generate, characterize and simulate networks with a broad range of properties. Remarkably, the study of topological...

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