Implementations of the Heston stochastic volatility model. - Semi-closed form solution for a European call option - Monte Carlo solution (Absorbing at zero + Euler method) - Monte Carlo solution (Reflecting at zero + Euler method) - Monte Carlo solution (Reflecting at zero + Milstein method) - Monte Carlo solution (Alfonsi correction) - Plot implied volality surface Dale Roberts <dale.o.roberts@gmail.com>