@article{agenerativeadversarialnetworkapproachto, title = {A generative adversarial network approach to calibration of local stochastic volatility models}, author = {Christa Cuchiero and Wahid Khosrawi and Josef Teichmann}, year = {2020}, eprint = {2005.02505}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2005.02505v3}, }