@article{vixpricingintherbergomimodelundera,
  title = {VIX pricing in the rBergomi model under a regime switching change of measure},
  author = {Henrique Guerreiro and João Guerra},
  year = {2022},
  eprint = {2201.10391},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2201.10391v1},
}