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or, in math speak, time to look if higher order derivatives are not high as well in the region.

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All this to say, I'd like to see a non parametric vol surface that actually takes the tradable grid as input. If you know one such lib, I'd like to hear about it.

The whole point of specifying "arbitrage free" is to ensure that the vol surface is somewhat stable (i.e. You may not be able to profit from an obvious arb, but the CBOE certainly can, and it does.


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