A short review of the pricing of vanilla call and put options in stochastic volatility models with jump to default is given. Expressions are obtained that relate vanilla call and put options prices under pure stochastic volatility diffusion models to prices under stochastic volatility with jump...

DSGE models are the main tool for analysing various questions in problems of monetary, business cycle theory and fiscal policy problems, growth and other fields in international macroeconomics and macroeconomics. Many macroeconomic publications use the DSGE framework. A consensus has been...