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This video tutorial in the series of questions and answers on computational finance discusses question 26, which is based on lecture 12. The question focuses on the Bytes model, an extension of the stochastic volatility model of Heston. The Bytes model includes elements from the Poisson process and drift correction, which is related to the Martingale correction. The purpose of this model extension is to include exponential to power J, where J is normally distributed. Detailed derivations for this correction can be found in the lecture notes.
