Bergomi, Sabr

https://github.com/ryanmccrickerd/rough_bergomi

https://www.researchgate.net/scientific-contributions/Riccardo-Bergomi-38381769

https://hal.science/hal-02910724/document

https://www.youtube.com/watch?v=Nldzkkdwt1M

https://www.youtube.com/watch?v=NWcRD2gOlhA

https://www.youtube.com/watch?v=pOwI74i0Gb0

https://en.wikipedia.org/wiki/SABR_volatility_model

https://github.com/teramonagi/SABRCalibrationOnShiny/blob/master/SABR.R

https://cran.r-project.org/web/packages/FER/FER.pdf

https://quant.stackexchange.com/questions/46481/does-high-levels-of-vol-of-vol-parameter-in-sabr-lead-to-arbitrage-something-s