On the Difference Between the Volatility Swap Strike and the Zero Vanna Implied Volatility. - Elisa Alòs; Frido Rolloos; Kenichiro Shiraya (SIAM J. Financial Math., 2021)

A Lower Bound for the Volatility Swap in the Lognormal SABR Model. - Elisa Alòs; Frido Rolloos; Kenichiro Shiraya (Axioms, 2023)