@article{jointcalibrationoflocalvolatilitymodels,
  title = {Joint Calibration of Local Volatility Models with Stochastic Interest Rates using Semimartingale Optimal Transport},
  author = {Benjamin Joseph and Gregoire Loeper and Jan Obloj},
  year = {2023},
  eprint = {2308.14473},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2308.14473v1},
}