@misc{bourgey2022local,
  title={Local volatility under rough volatility},
  author={Florian Bourgey and Stefano De Marco and Peter K. Friz and Paolo Pigato},
  year={2022},
  eprint={2204.02376},
  archivePrefix={arXiv},
  primaryClass={q-fin.MF},
  url={https://arxiv.org/abs/2204.02376}
}