Inspired by the article Weak Convergence Rate of a Time-Discrete Scheme for Heston Stochastic Volatility Model, Chao Zheng, SIAM Journal on Numerical Analysis 2017, 55:3, 1243–1263, we studied weak error discretization schemes model, which are based exact simulation underlying volatility process. Both an Euler- and trapezoidal-type scheme log-asset price, established order one smooth payoffs wi...