A can of spray adhesive, some nice 800 or 1000 grit wet n dry paper and a flat surface, and voila...
Anyone can make themselves adhesive sandpaper.
It works real well!!!
Remember, its not for sharpening your lawnmower blades. For keeping an edge on a knife it will last for a good long time.
Be careful of too much flex while sharpening though. Some folks will glue the sandpaper to tile or glass to provide a hard flat surface.
Of course the other option is to glue it to something quite soft - like a mouse pad - and go the convex edge route.