From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options

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Bibliographic Details
Main Authors:	Wizman, Aaron, Turinici, Gabriel, Merran, Gregory
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Mathematical Finance Pricing of Securities 91G60, 91G20
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.22792