Heston Model Simulation - Quant Researcher Interview Question

Problem Description

The Heston model extends the Black-Scholes framework by treating volatility as a stochastic process, capturing the "volatility smile" observed in options markets. Simulating this model requires numerical discretization techniques like the Euler-Maruyama method, often employing Full Truncation to ensure variance remains well-defined during the simulation. Task Implement a simulation of the Heston model using the Euler-Maruyama method with Full Truncation. The model dynamics are defined by the fo