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BatesModel Class Reference#include <ql/ShortRateModels/TwoFactorModels/batesmodel.hpp>
Inheritance diagram for BatesModel: ![]() Detailed Descriptionextended versions of Heston model for the stochastic volatility of an asset including jumps.References: A. Sepp, Pricing European-Style Options under Jump Diffusion Processes with Stochastic Volatility: Applications of Fourier Transform (<http://math.ut.ee/~spartak/papers/stochjumpvols.pdf>)
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