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

By Aaron Wizman, Gabriel Turinici, Gregory Merran

Published 2026-05-01

Everscope rating

1916.9

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: ARIES-SEDEx Pipeline. Problem types: Density Estimation, Optimization, Risk Management, Inverse Problem.

arXiv:2605.22792 · Paper rankings

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