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 Volatility arbitrage in Heston model
 
 Lee, R. (2010). Weighted variance swap. Encyclopedia of quantitative finance.
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 Neuberger, A. (1994). The log contract. Journal of portfolio management, 20(2), 74.
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 Fukasawa, M. (2014). Volatility derivatives and model-free implied leverage. International Journal of Theoretical and Applied Finance, 17(01), 1450002.