Resco San José, I. (2022). The rBergomi rough volatility model.
Chicago Style (17th ed.) CitationResco San José, Iñigo. The RBergomi Rough Volatility Model. 2022.
MLA (8th ed.) CitationResco San José, Iñigo. The RBergomi Rough Volatility Model. 2022.
Warning: These citations may not always be 100% accurate.