I am looking for a list of recent developments of models in mathematical finance. By recent, I mean this last decade.
Which models have been developed and introduced during this period, being met with considerable attention and devoted with further research?
I have recently been reading about rough volatility models, which I know there's a lot of active research in right now.
But I'd like to find more, especially models for which the characteristic function has been analytically found.
I hope the question isn't too broad, because I am not asking for "any model" (I am sure there's a massive plethora of them), but specifically for the ones that are enjoying the most research in the community right now.