Andrianantenainarinoro\cite{maReference101} remarked that the price amplitudes of financial models may not correspond to the reality and we propose here a model in continuous time Fractionally Integrated WASC Stochastic Volatility Jump. To do this, we introduce a fractal index in the WASC Stochastic Volatility Jump model and we have two others characteristics: amplitude adjustment and memory of process. We present also several theories in stochastic calculus, algebraic, differential geometry, numerical method and estimating method which can use to financial such us: sense of a fractional integral, relationship between trace and determinant operator, Euler's approximation for an unresolved differential equation and convergence speed.