@article{optimalmarketcompletionthroughfinancial, title = {Optimal market completion through financial derivatives with applications to volatility risk}, author = {Matt Davison and Marcos Escobar-Anel and Yichen Zhu}, year = {2022}, eprint = {2202.08148}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2202.08148v1}, }