Asymptotic behaviour of randomised fractional volatility models. - Blanka Horvath; Antoine Jacquier; Chloé Lacombe (J. Appl. Probab., 2019)

A Theoretical Analysis of Guyon's Toy Volatility Model. - Ofelia Bonesini; Antoine Jacquier; Chloé Lacombe (SIAM J. Financial Math., 2025)