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Bonesini, Ofelia 
ORCID: 0000-0001-9294-6079, Jacquier, Antoine and Lacombe, Chloé
(2025)
A theoretical analysis of Guyon's toy volatility model.
SIAM Journal on Financial Mathematics.
ISSN 1945-497X
(In Press)
Horvath, Blanka, Jacquier, Antoine, Muguruza, Aitor and Søjmark, Andreas ORCID: 0000-0001-7488-0221
(2024)
Functional central limit theorems for rough volatility.
Finance and Stochastics, 28 (3).
615 - 661.
ISSN 0949-2984
