| Spot price (S) | 1 |
| Strike price (K) | 1 |
| Risk free rate (r) | 0.03 |
| Time to maturity (T ? t) | 2 |
| Rho (ρ) | −0.5 |
| Kappa (κ) | 0.2 |
| Theta (θ) | 0.03 |
| Lambda (λ) | 2 |
| Volatility of variance (σ) | 0.1 |
| Current variance (v) | 0.01 |
| Heston call price | 0.0896 |
| Bivariate call price | 0.0970 |
| Black scholes call price | 0.0887 |