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Hey in this text (https://arxiv.org/abs/1107.1834) in section 7 is described an algorithm which can delete options which generate an arbitrage. $C_ij$ is call option price with strike $K_i$ and maturity $T_j$ Unfortunately, it may happen that there are options with strike price $ K_i$ and maturity $T_j$, but for $T_{j+1}$ there is no option with strike $K_i$. Or $C_{i-1,j}$ exists but there is no $C_{i,j}$ What to do in this case? Can I use this algorithm in some way? And what if I want to remove arbitrage from the put option? How to change the algorithm?

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