@article{discretizationofcontinuoustimearbitrage,
  title = {Discretization of continuous-time arbitrage strategies in financial markets with fractional Brownian motion},
  author = {Kerstin Lamert and Benjamin R. Auer and Ralf Wunderlich},
  year = {2023},
  eprint = {2311.15635},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2311.15635v2},
}