Geodesic
Wiener spiral for volatility modeling
Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 3, pp. 596-618 Cet article a éte moissonné depuis la source Math-Net.Ru

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Focusing on a lognormal stochastic volatility model, we present an elementary introduction to rough volatility modeling for financial assets with some new findings.
Keywords: fractional Brownian motion, implied volatility, leverage effect. 
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M. Fukasawa. Wiener spiral for volatility modeling. Teoriâ veroâtnostej i ee primeneniâ, Tome 68 (2023) no. 3, pp. 596-618. http://geodesic.mathdoc.fr/item/TVP_2023_68_3_a9/

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