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DYSANOS Generative Dynamic Smooth Arbitrage-free Non-parametric Option Surfaces
arXiv cs.LG — Machine Learning
Factual evidence
What the source reports
Researchers introduced DYSANOS, a generative market model for creating arbitrage-free, smooth option price surfaces across future paths.
Inspect the evidence
- Inclusion basis
- Enterprise AI
- Publisher and source type
- arXiv cs.LG — Machine Learning · RESEARCH
- Published by source
- 9 October 2026
- Collected by OneBench
- 14 Aug 2026, 15:49 UK
Stored source excerpt
arXiv:2608.12587v1 Announce Type: cross Abstract: This article presents with DYSANOS the first generative market model for smooth SANOS option surfaces for all strikes and expiries…
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