SANOS (Smooth strictly Arbitrage-free Non-parametric Option Surfaces)

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Hans Buehler, Blanka N. Horvath, Anastasis Kratsios, Yannick Limmer, Raeid Saqur
DOI: 10.2139/ssrn.6080287
Cited by: 0
References: 13

Fields of Study & Subjects

Stochastic processes and financial applications Financial Markets and Investment Strategies Financial Risk and Volatility Modeling

Publication details

Journal / source
SSRN Electronic Journal
Publication date
1 January 2026
Document type
Preprint