AFNO: Universal Certifiably-Arbitrage-Free Operator Learning Framework for European Call-Price Surfaces
Proposes a neural-operator architecture that certifiably outputs arbitrage-free European call-price surfaces, addressing failure of standard neural operators to enforce no-arbitrage constraints.
Featured in No. 137 on 30 Oct 2026 · 3 days after release
- Released
- 27 Oct 2026
- First featured
- No. 137 · 30 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 2 of 5
- Identifier
- SSRN 7665478
- Authors
- Anastasis Kratsios et al.
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).