Before revision:  To study the exact valuation of options on the discrete realized varianceitself, we then propose a novel approach that allows to apply Fourier-Laplace techniques to price European-style options efficiently. To illustrate our results , we also present some numerical examples.
After revision:  To study the exact valuation of options on the discrete realized varianceitself, we then propose a novel approach that allows to apply Fourier-Laplace techniques . We compare the methods and illustrate our results , we also present some numerical examples.