Put all the ingredients (if you want you can replace the Greek yogurt with 1 egg) in a bowl and blend with the blender (you can also use a normal blender, you can chop the anchovies by hand and simply mix all the ingredients with a fork or spatula ) until a homogeneous sauce is obtained.
That's all: the Caesar sauce is ready, if you have time you can leave it to rest for 15-30 minutes in the fridge, in order to make it flavor and settle more, or you can use it immediately, the choice is yours.