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

Table 3

The impacts of , , and on option prices.

Strike price
	80	27.4097	27.8284	27.2759	27.6982
	85	24.4287	24.8935	24.3289	24.7998
90	21.7072	22.2078	21.6494	22.1577
95	19.2150	19.7489	19.2080	19.7410
100	16.9221	17.4860	16.9744	17.5479
105	14.9587	15.5306	15.0597	15.6415
110	13.1091	13.6936	13.2693	13.8638
115	11.4232	12.0148	11.6437	12.2456
120	10.0573	10.6387	10.3174	10.9092
80	29.4426	32.5293	29.3414	32.4620
85	26.6427	29.9780	26.5800	29.9545
90	24.0592	27.5829	24.0400	27.6043
95	21.7315	25.4799	21.7000	25.4088
100	19.5313	23.4170	19.6203	23.5422
105	17.6015	21.5354	17.7363	21.7022
110	15.8140	19.8436	16.0049	20.0616
115	14.1756	18.2854	14.4240	18.5559
120	12.7796	16.8559	13.0654	17.1603