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Let \\(X\\) denote the price of a non-dividend-paying asset whose dynamics under the historical probability measure \\(P\\) is defined by \\(dX_{t}=\\mu X_{t}dt + f(Y_{t},Z_{t}) X_{t} dW_{t}^{(0)}\\), \\(dY_{t}=\\varepsilon^{-1}\\alpha(Y_{t})dt+\\varepsilon^{-1/2}\\beta(Y_{t})dW_{t}^{(1)}\\), \\(dZ_{t}=\\delta c(Z_{t})dt+\\delta^{1/2} g(Z_{t})dW_{t}^{(2)}\\). Here, \\((W_{t}^{(0)},W_{t}^{(1)},W_{t}^{(2)})\\) are \\(P\\)-Brownian motions with correlation structure \\(d\\langle W^{(0)},W^{(1)}\\rangle_{t}=\\rho_1 dt\\), \\(d\\langle W^{(0)},W^{(2)}\\rangle_{t}=\\rho_2 dt\\), \\(d\\langle W^{(1)},W^{(2)}\\rangle_{t}=\\rho_{12} dt\\), where \\(|\\rho_1|, |\\rho_2|, |\\rho_{12}|<1\\), \\(1+2\\rho_{1}\\rho_{2}\\rho_{12}-\\rho_{1}^2-\\rho_{2}^2-\\rho_{12}^2>0\\). It is assumed that \\(0<\\varepsilon\\ll 1\\) and \\(0<\\delta\\ll 1\\) so that \\(Y\\) and \\(Z\\) represent fast and slowly varying factors of volatility, respectively. Furthermore, it is assumed that the fast factor is mean-reverting. The authors derive a pricing approximation which is valid for any European-style option and establish the accuracy of the proposed pricing approximation. An explicit formula for the implied volatility surface induced by the proposed option pricing approximation is presented. A procedure for calibrating the class of multiscale stochastic volatility models to the empirically observed implied volatility surface of liquid calls and puts is proposed. 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