@misc{gatheral2014volatility,
  title={Volatility is rough},
  author={Jim Gatheral and Thibault Jaisson and Mathieu Rosenbaum},
  year={2014},
  eprint={1410.3394},
  archivePrefix={arXiv},
  primaryClass={q-fin.ST},
  url={https://arxiv.org/abs/1410.3394}
}