APA (7th ed.) Citation

Joseph, B., Loeper, G., & Obloj, J. (2023). Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport.

Chicago Style (17th ed.) Citation

Joseph, Benjamin, Gregoire Loeper, and Jan Obloj. Calibration of Local Volatility Models with Stochastic Interest Rates Using Optimal Transport. 2023.

MLA (9th ed.) Citation

Joseph, Benjamin, et al. Calibration of Local Volatility Models with Stochastic Interest Rates Using Optimal Transport. 2023.