SANOS: Smooth strictly Arbitrage-free Non-parametric Option Surfaces

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

Published 2026-05-22

Everscope rating

1897.4

Relevance to quantitative trading

9 / 10

Implementation complexity

4 / 10

Reproducibility

3 / 5

About this paper

Methodology: SANOS (Smooth strictly Arbitrage-free Non-parametric Option Surfaces). Problem types: Optimization, Density Estimation, Risk Management, Market Making, Algorithmic Execution.

arXiv:2601.11209 · Paper rankings

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