@article{multivariateroughvolatility,
  title = {Multivariate Rough Volatility},
  author = {Ranieri Dugo and Giacomo Giorgio and Paolo Pigato},
  year = {2024},
  eprint = {2412.14353},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2412.14353v1},
}