@article{basketoptionswithvolatilityskew,
  title = {Basket Options with Volatility Skew: Calibrating a Local Volatility Model by Sample Rearrangement},
  author = {Nicola F. Zaugg and Lech A. Grzelak},
  year = {2024},
  eprint = {2407.02901},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2407.02901v1},
}