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In this video tutorial, we will learn how to use the Lipenburger formula to derive the risk Neutron density function from European Corruptions under the Heston model with stochastic volatility. We will also implement the Python code together. To start, we need to import the necessary libraries numpy and matplotlib.pyplot. Setting the Heston model parameters includes spot price, strike price, maturity, risk-free rate, and dividend yield. This information will be used to test our functions.