@misc{rolloos2022implied,
  title={The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility},
  author={Frido Rolloos},
  year={2022},
  eprint={2202.07542},
  archivePrefix={arXiv},
  primaryClass={q-fin.PR},
  url={https://arxiv.org/abs/2202.07542}
}