Oxford Working Papers in Mathematical and Computational Finance: 2026

26-01 SANOS Smooth strictly Arbitrage-free Non-parametric Option Surfaces
Authors: Hans Buehler, Blanka Horvath, Anastasis Kratsios, Yannick Limmer, Raeid Saqur

26-02 Solving Linear-Quadratic Stochastic Control Problems with Signatures
Authors: Alif Aqsha, Peter Bank, Leandro Sánchez-Betancourt

26-03 Trading in CEXs and DEXs with Priority Fees and Stochastic Delays
Authors: Philippe Bergault, Yadh Hafsi, Leandro Sánchez-Betancourt

26-04 Network-Augmented Volatility Forecasting with Idiosyncratic Jump Spillovers
Authors: Álvaro Cartea, Mihai Cucuringu, Lei Fang