Rough Heston Models with Variable Vol-of-Vol and Option Pricing. Annals of Applied Mathematics, [S. l.], v. 39, n. 2, p. 206–238, 2023. DOI: 10.4208/aam.OA-2023-0009. Disponível em: https://global-sci.com/aam/article/view/8496. Acesso em: 19 apr. 2026.