@article{riskmeasuresbeyondfrictionlessmarkets,
  title = {Risk measures beyond frictionless markets},
  author = {Maria Arduca and Cosimo Munari},
  year = {2021},
  eprint = {2111.08294},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2111.08294v1},
}