Before revision:  We also derive how volatility swaps can be hedged using  only variance swaps without making use of a specific stochastic volatility model .
After revision:  We also derive how volatility swaps can be hedged using a strip of vanilla options with weights that are directly related to trading intuition. Additionally, we derive first and second order hedges for volatility swaps using only variance swaps without making use of a specific stochastic volatility model .