The article introduces a new model that improves upon an existing one for pricing options. By adding a fast mean-reverting factor to the Heston stochastic volatility model, the researchers created a more flexible model that better fits market data. They developed semi-analytic pricing formulas that are computationally efficient and discussed techniques to address numerical challenges. The new model offers comparable complexity to the original Heston model but provides better accuracy in fitting implied volatility surfaces, as demonstrated with numerical simulations and option data.