A model-free two-step pipeline (ARIES + SEDEx) extracts risk-neutral densities from short-dated option bid-ask quotes while removing executable static arbitrage.
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From Arbitrage Removal to Density Extraction: A Model-Free Framework for Short-Dated Options
A model-free two-step pipeline (ARIES + SEDEx) extracts risk-neutral densities from short-dated option bid-ask quotes while removing executable static arbitrage.