SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces

Fuente: arXiv

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Bibliographic Details
Main Authors:	Buehler, Hans, Horvath, Blanka, Kratsios, Anastasis, Limmer, Yannick, Saqur, Raeid
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Mathematical Finance
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2601.11209