@article{optimaltradingofabasketoffutures,
  title = {Optimal Trading of a Basket of Futures Contracts},
  author = {Bahman Angoshtari and Tim Leung},
  year = {2019},
  eprint = {1910.04943},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1910.04943v1},
}