Path-Dependant Volatility Models for Joint Calibration

There has been work with rough volatility models, so in particular, you published in RISD paper by Machiau Rosenbaum and Jim Garrold and Paul Güsler. And also recent developments with path-dependent volatility models actually interesting to note that the model in the paper byMachiau Jean and Paul is actually a path- dependent volatility model. And those parametric models, they are also able to accurately jointly fit S&P and VIX smile.