@article{closedendformulaforoptionslinkedto,
  title = {Closed-End Formula for options linked to Target Volatility Strategies},
  author = {Luca Di Persio and Luca Prezioso and Kai Wallbaum},
  year = {2019},
  eprint = {1902.08821},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1902.08821v1},
}