@article{buildingarbitragefreeimpliedvolatility,
  title = {Building arbitrage-free implied volatility: Sinkhorn's algorithm and variants},
  author = {Hadrien De March and Pierre Henry-Labordere},
  year = {2019},
  eprint = {1902.04456},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1902.04456v3},
}