@article{pathdependentvolatilitymodels,
  title = {A theoretical analysis of Guyon's toy volatility model},
  author = {Ofelia Bonesini and Antoine Jacquier and Chloe Lacombe},
  year = {2020},
  eprint = {2001.05248},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2001.05248v2},
}