Zaugg, N. F., & Grzelak, L. A. (2024). Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement.
Chicago Style (17th ed.) CitationZaugg, Nicola F., and Lech A. Grzelak. Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement. 2024.
MLA (9th ed.) CitationZaugg, Nicola F., and Lech A. Grzelak. Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement. 2024.
Warning: These citations may not always be 100% accurate.