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Heston's stochastic volatility model with jumps

Joined
10/5/11
Messages
23
Points
11
Dear friends,

Do you know any option pricing paper using Heston's stochastic volatility model with jumps ?
The jumps could be modeled my log-normal distribution or double log-exponential distribution.
I need papers with numerical results so I can compare my results with theirs.
If you know, could you please share it with me ?

Thanks , I really appreciate it.

Best

D. Nguyen
 
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