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SOLVED: (Stochastic Volatility Model) The Heston stochastic volatility model [Heston(1993)] for pricing options is given by dS = rdl Vdz(H) do = -A(u - G)dt "vudzi?) E(dz(1)dz(2)) = pdtwhere is the speed of reversion of the variance to its long-term mean . Write Matlab code to compute the value of European call with strike K and expiry T using the Monte Carlo method whose path can be generated as follows Tit[ Ti rAl ZAt 4io") Vi l (Vv; v4io? ) A(v; ")at - At E(o" 02)- =0where log(S) and
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