The correct option is A than
Correlative Conjunction is always used in pairs and denote equality, and show the relationship between ideas expressed in different parts of a sentence - and thus make the joining tighter and more emphatic. Some examples are either/or, neither/nor, and not only/but also. The structure no sooner is used to talk about something that happens immediately after something else. It is often used with the past perfect, and usually followed by than. In the given sentence it is inferred that he reaches the train station and immediately the train arrived. These two activities take place almost simultaneously. There is no real time difference between them. Thus Option A is correct. Option D can be ruled out as 'Then' indicates 'in that case'. We use 'then' with 'if' to talk about cause and effect but it cannot be used in association with 'no sooner' which is used in case of an event happening immediately after something else. 'After' shows "subsequently to the time when".Thus Option B can be discarded as it is clearly mentioned that two activities take place almost simultaneously.' For' explains reason or sights purpose. Thus Option C is discarded.