Chemotherapy Plus Biological Therapy Followed By Peripheral Stem Cell Transplantation in Treating Patients With Hematologic Cancer

RATIONALE: Drugs used in chemotherapy use different ways to stop cancer cells from dividing so they stop growing or die. Combining chemotherapy with peripheral stem cell transplantation may allow the doctor to give higher doses of chemotherapy drugs and kill more cancer cells. Sometimes the transplanted cells are rejected by the body's normal tissues. Antithymocyte globulin may prevent this from happening. PURPOSE: Phase II trial to study the effectiveness of chemotherapy plus biological therapy followed by peripheral stem cell transplantation in treating patients who have hematologic cancer.