2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208915We investigate which jump-diffusion models are convexity preserving. The study of convexity preserving models is motivated by monotonicity results for such models in the volatility and in the jump parameters. We give a necessary condition for convexity to be preserved in several-dimensional jump-diffusion models. This necessary condition is then used to show that, within a large class of possible models, the only convexity preserving models are the ones with linear coefficients.14 pagesAnalysis of PDEsProbabilityPricing of Securities91B28; 35B99; 60J75text