@article{astochasticvolatilitymodelforthe, title = {A stochastic volatility model for the valuation of temperature derivatives}, author = {Aurélien Alfonsi and Nerea Vadillo}, year = {2022}, eprint = {2209.05918}, archivePrefix = {arXiv}, url = {https://arxiv.org/abs/2209.05918v2}, }