@article{brexitriskimpliedbythesabrmartingale,
  title = {Brexit Risk Implied by the SABR Martingale Defect in the EUR-GBP Smile},
  author = {Petteri Piiroinen and Lassi Roininen and Martin Simon},
  year = {2019},
  eprint = {1912.05773},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1912.05773v2},
}