Sensitivity analysis in the infinite dimensional Heston model

We consider the infinite dimensional Heston stochastic volatility model proposed in Ref. 7. The price of a forward contract on non-storable commodity is modeled by generalized Ornstein–Uhlenbeck process Filipović space with this volatility. prove representation formula for price. Then we prices options written these contracts and study sensitivity analysis computation Greeks respect to different parameters model. Since are dimensional, need reinterpret meaning Greeks. For use Malliavin calculus randomization technique.