Joseph, B., Loeper, G., & Obloj, J. (2023). Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport.
Cita Chicago Style (17a ed.)Joseph, Benjamin, Gregoire Loeper, y Jan Obloj. Calibration of Local Volatility Models with Stochastic Interest Rates Using Optimal Transport. 2023.
Cita MLA (9a ed.)Joseph, Benjamin, et al. Calibration of Local Volatility Models with Stochastic Interest Rates Using Optimal Transport. 2023.
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