Before revision: In their seminal work `Robust Replication of Volatility Derivatives,' Carr and Lee  show how to robustly price and replicate a variety of claims written on the quadratic variation of a risky asset under the assumption that the asset's volatility process is independent of the Brownian motion that drives the asset's price.
After revision: In their seminal work `Robust Replication of Volatility Derivatives,' Carr and Lee (2008) show how to robustly price and replicate a variety of claims written on the quadratic variation of a risky asset under the assumption that the asset's volatility process is independent of the Brownian motion that drives the asset's price.