@article{publication-20841,
	author={G{\"o}nc{\"u}, Ahmet and Akyildirim, Erdinc},
	doi={10.1142/S201049521750004X},
	issn={2010-4952},
	journal={Annals of Financial Economics},
	number=01,
	pages={1750004-1750004},
	publisher={World Scientific Publishing},
	title={Statistical arbitrage in the multi-asset Black–Scholes economy},
	volume=12,
	year=2017,
}