References

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• 2018Volatility Is Rough869 cited
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• 2010Towards a Theory of Volatility Trading561 cited
• 2015Pricing under rough volatility461 cited
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• 2003What Type of Process Underlies Options? A Simple Robust Test296 cited
• 1998Complete Models with Stochastic Volatility282 cited
• 2007On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility239 cited
• 2003Multiscale Stochastic Volatility Asymptotics220 cited
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• 2020Deep learning volatility: a deep neural network perspective on pricing and calibration in (rough) volatility models153 cited
• 2016Rough fractional diffusions as scaling limits of nearly unstable heavy tailed Hawkes processes