Option Pricing under Double Stochastic Volatility Model with Stochastic Interest Rates and Double Exponential Jumps with Stochastic Intensity

Table 1

Values of parameters.

Parameter	Value	Parameter	Value
	1		100
	1.5		0.9
	0.08		0.1
	0.15		0.12
	0.06		0.1
	−0.5		−0.3
	3		0.5
	0.3		0.6
	0.1		0.04
	0.02		0.5
	5		5
	1024		10