A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate.

Xin-Jiang He Song-Ping Zhu A series-form solution for pricing variance and volatility swaps with stochastic volatility and stochastic interest rate. 2223-2234 2018 76 Comput. Math. Appl. 9 https://doi.org/10.1016/j.camwa.2018.08.022 db/journals/cma/cma76.html#HeZ18