Introducing new paper co-authored with Parviz Rakhmonov "Stochastic Volatility Model with Quadratic Drift: Applications to Assets with Positive Return-Volatility Correlation and to Inverse Martingale Measures"We show that conventional stochastic volatility models are not arbitrage-free for assets with positive return-volatility correlation.With our model we guarantee the existence of martingale measures. We provide applications to modelling arbitrage-free vol surfaces of cryptocurrencies #bitcoin #ethereum