My simulation code is working well it seems. need to do some debugging. I didnt implement the characteristic function/fourier inversion yet.. just MCMC .. maybe that will be good enough.. .. I think that having a parsimonious parameter set that can be calibrated/filtered over time will be quite valuable because then it allows one to hypothesize on a longer-term evolution of the underlying variables and compare with the market consensus from calibrated prices below is 1 day simulated T=1 with dt=0.001