Bayesian Estimation of the Heston Volatility Model using Returns and Options Data.

• Bayesian Inference for Derivative Prices. (pdf)
  Polson, N. G. and Stroud, J. R. (2003).
  Bayesian Statistics 7  (Bernardo et al., eds.),
  Oxford University Press, 641-650.

• Heston Model with Returns Only: (C source code) (data file) (input file 2) (input file 2)

• Heston Model with Returns and Options Prices: (C source code) (input file)