@article{publication-20839, author={Akyildirim, Erdinc and Fabozzi, Frank J and G{\"o}nc{\"u}, Ahmet and Sensoy, Ahmet}, doi={10.1007/s10479-021-03965-w}, issn={0254-5330}, journal={Annals of Operations Research}, pages={1357-1371}, publisher={Springer}, title={Statistical arbitrage in jump-diffusion models with compound Poisson processes}, volume=313, year=2022, }