1. Abramowitz, M., Stegun, I.: Handbook of Mathematical Functions with Formulas, Graphs, and Mathematical Tables. Dover Publications, New York (1972)
2. Alòs, E., León, J., Vives, J.: On the short-time behavior of the implied volatility for jump-diffusion models with stochastic volatility. Finance Stoch. 11(4), 571–589 (2007)
3. Avellaneda, M., Levy, A., Parás, A.: Pricing and hedging derivative securities in markets with uncertain volatilities. Appl. Math. Finance 2, 73–88 (1995)
4. Balland, P.: Forward smile. In: Global Derivatives Conference (2006)
5. Bayer, C., Friz, P., Gassiat, P., Martin, J., Stemper, B.: A regularity structure for rough volatility. arXiv:1710.07481 (2017)