AFNO: Universal Certifiably-Arbitrage-Free Operator Learning Framework for European Call-Price Surfaces

arXiv:2611.12899v1 Announce Type: cross Abstract: Neural operators (NOs) have been introduced as deep learning-powered solutions to the computational bottleneck of solving families of problems. Once trained, an NO can rapidly output approximate solutions, avoiding the need to rerun classical solvers. However, standard NO architectures cannot guarantee static no-arbitrage when predicting European call-price surfaces from market or model features and, as we verify experimentally, can yield negative PnL in downstream trading tasks. We introduce a certifiably arbitrage-free (AF) and universal enco

This content is for informational purposes only and is not professional advice. Specifications, prices, plan tiers, and features change frequently and may differ from what is shown here; verify current details on the manufacturer's or company's official page before purchasing. Ratings are based on analysis of published documentation, not independent lab testing.