On the difference between the volatility swap strike and the zero vanna implied volatility
Elisa Alos, Frido Rolloos, Kenichiro Shiraya · arXiv: 1912.05383v3 · Summary page
A press kit for every paper: arXiv, journals and preprints. What is really new, a hype check (peer review, sample size, claims that go beyond the results), key sentences quoted word for word, questions to ask the authors, researchers who work on the same topic but did not sign the paper, and a glossary.