TY - GENERIC DO - 10.20944/preprints202304.1011.v1 UR - http://dx.doi.org/10.20944/preprints202304.1011.v1 TI - Building Local Correlation Models for Analytical Pricing T2 - Preprints AU - Escobar-Anel, Marcos PY - 2023 DA - 2023/04/27 PB - Preprints