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 put price | 0.0313 |

Bivariate put price | 0.0347 |

Black scholes put price | 0.0305 |