@misc{alos2019difference,
  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},
  primaryClass={q-fin.MF},
  url={https://arxiv.org/abs/1912.05383}
}