  In this paper, a pricing formula for volatility swaps is delivered when the
underlying asset follows the stochastic volatility model with jumps and
stochastic intensity. By using Feynman-Kac theorem, a partial integral
differential equation is obtained to derive the joint moment generating
function of the previous model.
  Moreover, discrete and continuous sampled volatility swap pricing formulas
are given by employing transform techniques and the relationship between two
pricing formulas is discussed. Finally, some numerical simulations are reported
to support the results presented in this paper.
