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Pricing realized variance options using integrated stochastic variance options in the Heston stochastic volatility model
1.  Dipartimento di Matematica Pura ed Applicata, Università di Modena e Reggio Emilia, Via Campi 213/b, 41100 Modena, Italy 
2.  Dipartimento di Scienze Sociali "D. Serrani", Università Politecnica delle Marche, Piazza Martelli 8, 60121, Italy, Italy 
3.  Dipartimento di Matematica "G. Castelnuovo", Università di Roma "La Sapienza", Piazzale Aldo Moro 2, 00185 Roma, Italy 
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