中文摘要：

定价变化在随机的轻快下面交换一个重要题目最近被追求了。各种各样的途径被建议了，主要由于过去几年里的轻快相关的衍生物的实质地增加的做贸易的活动。在这笔记，作者为变化与一个 Ornstein-Uhlenbeck (OU ) 过程在随机的轻快下面交换的定价开发分析方法。由使用 Fourier 变换算法，变化与随机的轻快交换的定价的一个靠近形式的解决方案被获得，并且基于分离模型，连续模型，和蒙特卡罗模拟打击值给交易会的比较。

英文摘要：

Pricing variance swaps under stochastic volatility has been an important subject pursued recently. Various approaches have been proposed, mainly due to the substantially increased trading activities of volatility-related derivatives in the past few years. In this note, the authors develop analytical method for pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck（OU） process. By using Fourier transform algorithm, a closed-form solution for pricing variance swaps with stochastic volatility is obtained, and to give a comparison of fair strike value based on the discrete model, continuous model, and the Monte Carlo simulations.