# Black Scholes implied volatility [closed]

I am reading up on implied volatility and I encountered the term Black-Scholes implied volatility which I haven't heard before. What is the meaning of this term?

Say I am looking at the Heston model whose implied volatility we know. Does Black-Scholes implied volatility mean that I can use this value for the implied volatility in the BS-equation? If yes, what do we get from this mixture?