@article{calibrationoflocalstochasticvolatility,
  title = {Calibration of Local-Stochastic Volatility Models by Optimal Transport},
  author = {Ivan Guo and Gregoire Loeper and Shiyi Wang},
  year = {2019},
  eprint = {1906.06478},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1906.06478v4},
}