By recurrently changing the horizon, things can be perceived from another angle and the perspectives of life can be reoriented in a captivating way. If not, the squeaking wheel of our mind will suffer from lack of oil and our vision of the world gets rusted.
— Erik Pevernagie
The Heston Model, named after Steve Heston, is a type of stochastic volatility model used by financial professionals to price European options.
Derivation of Heston Stochastic Volatility Model PDE