@article{onthedifferencebetweenthevolatilityswap,
  title = {On the difference between the volatility swap strike and the zero vanna implied volatility},
  author = {Elisa Alos and Frido Rolloos and Kenichiro Shiraya},
  year = {2019},
  eprint = {1912.05383},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1912.05383v3},
}