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Volatility arbitrage in Heston model

Lee, R. (2010). Weighted variance swap. Encyclopedia of quantitative finance.

Neuberger, A. (1994). The log contract. Journal of portfolio management, 20(2), 74.

Fukasawa, M. (2014). Volatility derivatives and model-free implied leverage. International Journal of Theoretical and Applied Finance, 17(01), 1450002.

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