Ensuring lambdas don't leak when passed to EventHandlers

I'm writing a wrapper around a class which outputs results of commands executed into a stream buffer.  I wanted to capture the command text and return that to the caller of my wrapper.  I wanted to use a lambda and clean up my delegate after the command returned.  This contrived code sample shows how to do this improperly and properly:

static void Main()

{

    ExecuteCommand();

    Debug.Assert(CommandExecuted == null);

    ExecuteCommandLeaks();

    //This assert will fail

    Debug.Assert(CommandExecuted == null);

}

static void ExecuteCommandLeaks()

{

    CommandExecuted += new EventHandler<EventArgs>((o, e) => Console.WriteLine("Event called"));

    CommandExecuted.Invoke(new object(), new EventArgs());

}

static void ExecuteCommand()

{

    var commandCapture = new EventHandler<EventArgs>((o, e) => Console.WriteLine("Event called"));

    CommandExecuted += commandCapture;

    CommandExecuted.Invoke(new object(), new EventArgs());

    CommandExecuted -= commandCapture;

}

static EventHandler<EventArgs> CommandExecuted;