The task is to develop a complete Mathematica notebook containing all of the functions and functionality described in the attached paper - in essence to reproduce the paper as a Mathematica notebook, including all of the graphical output. The notebook should be created using Mathematica v9 and take full advantage of the new continuous time processes and C compilation and CUDA function capabilities, where appropriate. The notebook should contain functions for pricing call and put options, as well as futures. The notebook should demonstrate calibration of the model to a set of current futures and options closing prices, obtained from the CBOE wed site ([url removed, login to view]). The notebook should make appropriate use of the Manipulate function to demonstrate how model parameters affect option price, Geeks and volatility skew.