@article{anarbitragefreeinterpolationofclassc2,
  title = {An arbitrage-free interpolation of class $C^2$ for option prices},
  author = {Fabien Le Floc'h},
  year = {2020},
  eprint = {2004.08650},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2004.08650v2},
}