@article{roughdifferentialequationsforvolatility,
  title = {Rough differential equations for volatility},
  author = {Ofelia Bonesini and Emilio Ferrucci and Ioannis Gasteratos and Antoine Jacquier},
  year = {2024},
  eprint = {2412.21192},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2412.21192v1},
}