The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility
arXiv: 2202.07542 · Summary page · arXiv
What changed between two versions of a paper. Changed results and numbers (before and after), conclusions, method, data, errors fixed, or only the writing, and whether the main results changed. And an email when a paper you follow gets a new version.