This module is developed from the recent research paper titled Time dependent Heston
Model authored by E.Benhamou, E.Gobel and M.Miri. We know ,the heston stochastic
volatility Model is :
Here X,ν ,ξ,θ,ρ are time dependent parameters. They represent stock price, volatility,
volatility of volatility, long term volatility and correlation between two Brownian
motion respectively. K is mean reversion parameter.