SANOS: smooth strictly arbitrage-free non-parametric option surfaces

Hans Buehler, Blanka Horvath, Anastasis Kratsios, Yannick Limmer, Raeid Saqur

Published: 16 Jan 2026, Last Modified: 02 Apr 2026University of Oxford - Symplectic ElementsEveryoneRevisionsBibTeXCC BY-SA 4.0
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