@article{calibrationoflocalvolatilitymodelswith,
  title = {Calibration of Local Volatility Models with Stochastic Interest Rates using Optimal Transport},
  author = {Benjamin Joseph and Gregoire Loeper and Jan Obloj},
  year = {2023},
  eprint = {2305.00200},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.00200v2},
}