Before revision: We consider a stochastic volatility model with L\'evy jumps for a log-return process Z=(Z _t) _{t   0} of the form Z=U+X, where U=(U _t) _{t   0} is a classical stochastic volatility process and X=(X _t) _{t   0} is an independent L\'evy process with absolutely continuous L\'evy measure \nu.
After revision: We consider a stochastic volatility model with L\'evy jumps for a log-return process Z=(Z _{t _{t  0} of the form Z=U+X, where U=(U _t) _{t  0} is a classical stochastic volatility process and X=(X _t) _{t  0} is an independent L\'evy process with absolutely continuous L\'evy measure \nu.