The Volatility Surface

The Volatility Surface
Jim Gatheral (2006).
The Volatility Surface: A Practitioner's Guide.
John Wiley & Sons

Rough Volatility

Rough Volatility
Edited by Christian Bayer, Peter K. Friz, Masaaki Fukasawa, Jim Gatheral, Mathieu Rosenbaum, Antoine Jacquier (2023).
Rough Volatility.
SIAM ยท SIAM News description (July 2025)