DYSANOS: Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces

By Hans Buehler, Blanka Horvath, Anastasis Kratsios

Published 2026-08-14

Everscope rating

1654.3

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: DYSANOS (Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces). Problem types: Generative Modeling, Time Series Forecasting, Optimization, Risk Management, Portfolio Optimization, Density Estimation, Dimensionality Reduction.

arXiv:2608.12587 · Paper rankings

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