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Rough Volatility
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Asymptotic behaviour of randomised fractional volatility models
Jim Gatheral's 60th birthday conference
New challenges in (rough) volatility modelling
Pathwise large deviations for the Rough Bergomi model
Risk.net Awards 2020 Rising Star in Quantitative Finance: Blanka Horvath, Aitor Muguruza and Mehdi Tomas
Risk.net Quants of the Year 2021: Jim Gatheral and Mathieu Rosenbaum
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Turbocharging Monte Carlo pricing for the rough Bergomi model
Rough Volatility
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