@article{consistentrecalibrationmodelsanddeep,
  title = {Consistent Recalibration Models and Deep Calibration},
  author = {Matteo Gambara and Josef Teichmann},
  year = {2020},
  eprint = {2006.09455},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.09455v3},
}