Heston model implied vol

[dancixx]

Hi there,

I tried to find a paper on how to implement implied volatility under the Heston model. Do you have any suggestions or know of a good research paper? I have only found asymptotic proofs, but I'm not sure if that's what I need.

And one more package related question, that the method implied_black_volatility this calculates the IV under the basic BSM model, right?