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Rough Volatility
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Asymptotic behaviour of randomised fractional volatility models
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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
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