@article{volatilityoptionsinroughvolatilitymodels,
  title = {Volatility options in rough volatility models},
  author = {Blanka Horvath and Antoine Jacquier and Peter Tankov},
  year = {2018},
  eprint = {1802.01641},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1802.01641v2},
}