Option Pricing under Two-Factor Stochastic Volatility Jump-Diffusion Model

Table 1

Parameter settings for numerical examples.

Model parameters
	3	0.06	0.1	0.2	-0.4	0.3	0.02	4	0.08	0.2	0.4	0.6	0.9	0.04	−0.1	0.15	2
Market data
	100	0.03	0.02