@article{tensoringvolatilitycalibration,
  title = {Tensoring volatility calibration},
  author = {Mariano Zeron and Ignacio Ruiz},
  year = {2020},
  eprint = {2012.07440},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2012.07440v3},
}