According to the theory proposed by Acerbi and Scandolo (2008) [<italic>Quant. Finance</italic>, 2008, <bold>8</bold>, 681--692], an asset is described by the so-called Marginal Supply--Demand Curve (MSDC), which is a collection of bid and ask prices according to its trading volumes, and the value of a portfolio is defined...

We present an extension of stochastic volatility equity models by a stochastic Hull--White interest rate component while assuming non-zero correlations between the underlying processes. We place these systems of stochastic differential equations in the class of affine jump-diffusion--linear...