The Heston (1993) Model Generalizes the Black-Scholes Setting to One

Multiple Choice

The Heston (1993) model generalizes the Black-Scholes setting to one in which

A) Volatility itself evolves according to a geometric Brownian motion.
B) Volatility is a mean-reverting stochastic process.
C) Volatility is a mean-averting stochastic process.
D) Volatility evolves according to an arithmetic Brownian motion.