@article{gammahedgingandroughpaths,
  title = {Gamma Hedging and Rough Paths},
  author = {John Armstrong and Andrei Ionescu},
  year = {2023},
  eprint = {2309.05054},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2309.05054v3},
}