I'd like to know, how the integral part of the semi-closed Heston pricing formula for call options can be simulated for a given set of model parameters. Monte Carlo simulations shoud work for this purpose.
It would be great, if someone could provide an example, where this is computed or can give a paper, where an explicit example is given. Maybe a Matlab code can also be helpful in this case.
I am refering to equation (18) on page 331 of the paper