Iam trying to value electricity forward contract from the spot price model using Heston stochastic volatility model for short term contract like weekly. I also intend to price spark spread options out of this model. Incompleteness of markets and partial hedging problems are some of the challenges of this area of research that is why it has limited literature, anyone with links or suggested literature that answers some of the challenges and how to fully implement the closed form solution in Matlab or Mathematica