I am currently working on comparing different models for modelling the volatility and then pricing vanilla options (I use option prices on real stocks in order to calibrate my models and then I compare them). I already implemented the Heston model (close form formula and Monte-Carlo) and the SABR models.
I was wondering if you have any ideas of which stochastic volatility models I can also use (if you have any paper about recent models for example). I have heard about Jacobi model but I was not able to find anything about this.
I had also in mind to compare with the result I obtain from the SVI model but as it is not really a stochastic volatility model, I would like to find something else I can work on.
Thank you in advance for your ideas !