@article{martingaleschrodingerbridgesandoptimal,
  title = {Martingale Schrödinger Bridges and Optimal Semistatic Portfolios},
  author = {Marcel Nutz and Johannes Wiesel and Long Zhao},
  year = {2022},
  eprint = {2204.12250},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2204.12250v1},
}