@article{efficientpricingandcalibrationofhigh,
  title = {Efficient Pricing and Calibration of High-Dimensional Basket Options},
  author = {Lech A. Grzelak and Juliusz Jablecki and Dariusz Gatarek},
  year = {2022},
  eprint = {2206.09877},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2206.09877v1},
}