@article{202304.1011,
	doi = {10.20944/preprints202304.1011.v1},
	url = {https://doi.org/10.20944/preprints202304.1011.v1},
	year = 2023,
	month = {April},
	publisher = {Preprints},
	author = {Marcos Escobar-Anel},
	title = {Building Local Correlation Models for Analytical Pricing},
	journal = {Preprints}
}