@article{gatheraldoublestochasticvolatilitymodel,
  title = {Gatheral double stochastic volatility model with Skorokhod reflection},
  author = {Yuliya Mishura and Andrey Pilipenko and Kostiantyn Ralchenko},
  year = {2025},
  eprint = {2505.09184},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2505.09184v1},
}