An alternative option pricing model is proposed, in which the stock prices follow a diffusion
model with square root stochastic volatility and a jump model with log-uniformly distributed …

The numerical treatment for the American put option pricing is discussed for a stochastic-
volatility, jump-diffusion (SVJD) model with log-uniform jump amplitudes. Heston's (1993) …

A stochastic volatility jump-diffusion model for pricing derivatives with jumps in both spot
return and volatility underlying dynamics is presented. This model admits, in the spirit of …

We consider European options pricing with double jumps and stochastic volatility. We
derived closed‐form solutions for European call options in a double exponential jump …

An alternative option pricing model is proposed, in which the asset prices follow the jump-
diffusion model with square root stochastic volatility. The stochastic volatility follows the jump …

This paper surveys the developments in the finance literature with respect to applying the
Fourier transform for option pricing under affine jump-diffusions. We provide a broad …

Fast closed form solutions for prices on European stock options are developed in a jump‐
diffusion model with stochastic volatility and stochastic interest rates. The probability …

This study proposes a pricing model through allowing for stochastic interest rate and
stochastic volatility in the double exponential jump-diffusion setting. The characteristic …

This paper proposes an alternative option pricing model. The stock price follows a diffu0
sion process with stochastic volatility and random jumps while mean jump rate is modeled …

In this article, we provide representations of European and American exchange option
prices under stochastic volatility jump-diffusion (SVJD) dynamics following models by …