Before revision:  As  numerical illustration, the model is simultaneously calibrated to Stoxx50E call options at four different maturities and subsequently prices and Greeks of down-and-in digital and down-and-in call options are calculated . Comparison with Monte Carlo simulation results shows that the method is fast, accurate, and stable.
After revision:  As a numerical illustration, the model is simultaneously calibrated to Stoxx50E call options at four different maturities and subsequently prices and Greeks of down-and-in digital and down-and-in call options are calculated . Comparison with Monte Carlo simulation results shows that the method is fast, accurate, and stable.