I'm currently looking into affine jump-diffusions. I would like to get to know the literature better and I know the paper by Duffie, Pan, and Singleton (2000) is a very celebrated paper. Although I find it a bit abstract as I'm quite new to these types of models. In particular, I'm looking at stochastic volatility model with jumps where the jumps happen in the stock price SDE, variance SDE, and in both SDEs.
My question is: does anyone know a good book/article/lecture notes that present these model (maybe with derivations). I would appreciate if the texts are comprehensive.