  We consider Heston's (1993) stochastic volatility model for valuation of
European options to which (semi) closed form solutions are available and are
given in terms of characteristic functions. We prove that the class of
scale-parameter distributions with mean being the forward spot price satisfies
Heston's solution. Thus, we show that any member of this class could be used
for the direct risk-neutral valuation of the option price under Heston's SV
model. In fact, we also show that any RND with mean being the forward spot
price that satisfies Hestons' option valuation solution, must be a member of a
scale-family of distributions in that mean. As particular examples, we show
that one-parameter versions of the {\it Log-Normal, Inverse-Gaussian, Gamma,
Weibull} and the {\it Inverse-Weibull} distributions are all members of this
class and thus provide explicit risk-neutral densities (RND) for Heston's
pricing model. We demonstrate, via exact calculations and Monte-Carlo
simulations, the applicability and suitability of these explicit RNDs using
already published Index data with a calibrated Heston model (S\&P500, Bakshi,
Cao and Chen (1997), and ODAX, Mr\'azek and Posp\'i\v{s}il (2017)), as well as
current option market data (AMD).
