@article{modeldrivenstatisticalarbitrageonletf,
  title = {Model-driven statistical arbitrage on LETF option markets},
  author = {Sergey Nasekin and Wolfgang Karl Härdle},
  year = {2020},
  eprint = {2009.09713},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2009.09713v1},
}