  We determine the minimal entropy martingale measure for a general class of
stochastic volatility models where both price process and volatility process
contain jump terms which are correlated. This generalizes previous studies
which have treated either the geometric L\'{e}vy case or continuous price
processes with an orthogonal volatility process. We proceed by linking the
entropy measure to a certain semi-linear integro-PDE for which we prove the
existence of a classical solution.
