I need help coding the following in r.

Consider the following 2-factor model for stock prices with stochastic volatility:{dS_t = rS_t dt + squareroot V_t S_t d W^1_t dV_t = alpha (beta - V_t)dt + sigma squareroot V_t dW^2_t where Brownian Motion processes above are correlated: dW^1_t dW^2_t = rho dt, where the correlation rho is a constant in [-1, 1]. Compute the price of a European Call option (via Monte Carlo simulation) that has a strike price of K and matures in T years. Use the following parameters of the model: rho = 0.6, r = 0.03, S_0 = $48, V_0 = 0.05, sigma = 0.42, alpha = 5.8, beta = 0.0625. Use the Full Truncation, Partial Truncation and Reflection methods, and provide 3 price estimates by using the tree methods. Inputs: seed 1, seed 2 outputs: I values: C1, C2, C3 Consider the following 2-factor model for stock prices with stochastic volatility:{dS_t = rS_t dt + squareroot V_t S_t d W^1_t dV_t = alpha (beta - V_t)dt + sigma squareroot V_t dW^2_t where Brownian Motion processes above are correlated: dW^1_t dW^2_t = rho dt, where the correlation rho is a constant in [-1, 1]. Compute the price of a European Call option (via Monte Carlo simulation) that has a strike price of K and matures in T years. Use the following parameters of the model: rho = 0.6, r = 0.03, S_0 = $48, V_0 = 0.05, sigma = 0.42, alpha = 5.8, beta = 0.0625. Use the Full Truncation, Partial Truncation and Reflection methods, and provide 3 price estimates by using the tree methods. Inputs: seed 1, seed 2 outputs: I values: C1, C2, C3