The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility
Frido Rolloos · arXiv: 2202.07542v1 · Summary page
Your journal club presentation, ready in a minute. About ten slides with the figures of the paper when its license allows it, what to say on each one, the strengths and limits of the paper, and questions to start the discussion. Present it full screen or save it as PDF.