• From Constant to Rough: A Survey of Continuous Volatility Modeling 

      Di Nunno, Giulia; Kubilius, Kestutis; Mishura, Yuliya; Yurchenko-Tytarenko, Anton (Peer reviewed; Journal article, 2023)
      In this paper, we present a comprehensive survey of continuous stochastic volatility models, discussing their historical development and the key stylized facts that have driven the field. Special attention is dedicated to ...