@article{robustoptionpricingwithvolatilityterm,
  title = {Robust option pricing with volatility term structure -- An empirical study for variance options},
  author = {Alexander M. G. Cox and Annemarie M. Grass},
  year = {2023},
  eprint = {2312.09201},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2312.09201v1},
}