Arbitrage-Free Multi-Maturity Risk-Neutral Marginals

By Hao Qin, Ruozhong Yang, Charlie Che, Liming Feng

Published 2026-07-07

Everscope rating

2054.6

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Explicit Piecewise-Curvature Marginal Construction with Power-Law Tails. Problem types: Density Estimation, Optimization, Risk Management, Structured Prediction.

arXiv:2607.06204 · Paper rankings

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