We consider option pricing problems in the stochastic volatility jump diffusion model with correlated and contemporaneous jumps (SVCJ) in both the return and variance processes. The option value ...

An alternative method to solve a quadratic equation is to complete the square. To solve an equation of the form \(x^2 + bx + c = 0\) consider the expression \(\left(x + \frac{b}{2}\right)^2 + c\).