@article{tailoptionpricingunderpowerlaws,
  title = {Tail Option Pricing Under Power Laws},
  author = {Nassim Nicholas Taleb and Brandon Yarckin and Chitpuneet Mann and Damir Delic and Mark Spitznagel},
  year = {2019},
  eprint = {1908.02347},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1908.02347v3},
}