Heston's stochastic volatility model with jumps

[Nguyen]

Dear friends,

Do you know any option pricing paper using Heston's stochastic volatility model with jumps ?
The jumps could be modeled my log-normal distribution or double log-exponential distribution.
I need papers with numerical results so I can compare my results with theirs.
If you know, could you please share it with me ?

Thanks , I really appreciate it.

Best

D. Nguyen

 

[Yike Lu]

This might be what you're looking for.
http://www.math.ku.dk/~rolf/bakshi.pdf

 

[Daniel Duffy]

Have you tried Google?

Bates' model
http://users.iems.northwestern.edu/~linetsky/extrapolation.pdf

 

[Nguyen]

thank Lu and Duffy. these are what i need ))