@inproceedings{howtohedgeanoptionagainstanadversary,
  title = {How to Hedge an Option Against an Adversary: Black-Scholes Pricing is Minimax Optimal},
  author = {Jacob Abernethy and Peter L. Bartlett and Rafael Frongillo and Andre Wibisono},
  year = {2013},
  booktitle = {NeurIPS 2013 12},
  url = {http://papers.nips.cc/paper/4912-how-to-hedge-an-option-against-an-adversary-black-scholes-pricing-is-minimax-optimal},
}