Arbitrage-Free Option Price Surfaces via Chebyshev Tensor Bases and a Hamiltonian Fog Post-Fit

By Robert Jenkinson Álvarez

Published 2025-12-01

Everscope rating

1628.2

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Chebyshev Tensor QP with Hamiltonian Fog Post-Fit. Problem types: Optimization, Risk Management, Market Making, Density Estimation, Structured Prediction.

arXiv:2512.01967 · Paper rankings

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