Discretely sampled variance and volatility swaps versus their continuous approximations

@article{Jarrow2013DiscretelySV,
  title={Discretely sampled variance and volatility swaps versus their continuous approximations},
  author={Robert Jarrow and Younes Kchia and Martin Larsson and Philip Protter},
  journal={Finance and Stochastics},
  year={2013},
  volume={17},
  pages={305-324}
}