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SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces

Publication: SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces. Published Jan 16, 2026.

arxiv.orgPublished Jan 16, 2026
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Overview

Publication: SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces. Published Jan 16, 2026.

Publication information

Publication title
SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
Authors
Hans Buehler, Blanka Horvath, Anastasis Kratsios, Yannick Limmer, Raeid Saqur
Published
Jan 16, 2026
Last publication revision
May 22, 2026
Subject areas
q-fin.CP, q-fin.MF
Publication source
arxiv.org · abs/2601.11209v4 ↗

Source: arXiv API · observed Oct 11, 2026.

Source links & provenance

https://arxiv.org/abs/2601.11209 ↗

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github.com

the official implementation of the paper “Re(visiting) Time Series Foundation Models in Finance”.

GitHub stars
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Language
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Code license
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foundation-modeltime-seriesresearch-lab
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