论文标题
ATM隐含的波动性斜率，（双重）波动率交换和（双重）零vanna隐含波动率
The ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility
论文作者
论文摘要
给出了短期到期时间的ATM隐含斜率，（双重）波动率交换和（双重）零vanna隐含波动率之间的确切关系。
Exact relationships between the short time-to-maturity ATM implied volatility slope, the (dual) volatility swap, and the (dual) zero vanna implied volatility are given.
