Bonesini, O., Callegaro, G., & Jacquier, A. (2021). Functional quantization of rough volatility and applications to volatility derivatives.
Chicago Style (17th ed.) CitationBonesini, Ofelia, Giorgia Callegaro, and Antoine Jacquier. Functional Quantization of Rough Volatility and Applications to Volatility Derivatives. 2021.
MLA (9th ed.) CitationBonesini, Ofelia, et al. Functional Quantization of Rough Volatility and Applications to Volatility Derivatives. 2021.
Warning: These citations may not always be 100% accurate.