@article{vixoptionsinthesabrmodel,
  title = {VIX options in the SABR model},
  author = {Dan Pirjol and Lingjiong Zhu},
  year = {2025},
  eprint = {2501.06398},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2501.06398v1},
}