Jumpy Heston.

As of Nov 5 2025, this project contains completed work of:
1) Summary of the math behind the Bates model.
2) Simulation of paths according to Bates model.
3) Expected call option payoff of the Bates model with MC (Monte Carlo) and CF (Characteristic Function) methods.
4) Hedging simulation (only for call Delta) according to Bates model (payoff calculated only through CF method).

Possible future development of this project after this point:
1) Calibration with real world data.
2) Hedging simulation post calibration.