1. a IEOR Department , Columbia University , New York , NY , 10027 , USA
2. b ORFE Department , Princeton University, E-Quad , Princeton , NJ , 08544 , USA
3. c The Oxford-Man Institute of Quantitative Finance and Mathematical Institute, University of Oxford , Oxford , UK
4. d Department of Mathematics , The University of Texas at Austin , Austin , TX , 78712 , USA
5. e Department of Information , Risk and Operations Management, The University of Texas at Austin , Austin , TX , 78712 , USA