# Heston Stochastic-Volatility Pricing

On the Heston stochastic-volatility pricing equation, BeTINN extends time-induced modulation to joint conditioning on time and model parameters, adding a residual pathway that processes the full input directly. Under capacity-matched comparisons it reaches the lowest mean absolute error on normalized option value, first-order sensitivities and second-order curvature, while validation physics loss only partly reflects the accuracy of those derivative quantities.

On the Heston stochastic-volatility pricing equation, BeTINN extends time-induced modulation to joint conditioning on time and model parameters, adding a residual pathway that processes the full input directly. Under capacity-matched comparisons it reaches the lowest mean absolute error on normalized option value, first-order sensitivities and second-order curvature, while validation physics loss only partly reflects the accuracy of those derivative quantities.