Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: An Analysis of the Heston Stochastic Volatility Model: Implementation
  and Calibration using Matlab   This paper analyses the implementation and calibration of the Heston
Stochastic Volatility Model. We first explain how characteristic functions can
be used to estimate option prices. Then we consider the implementation of the
Heston model, showing that relatively simple solutions can lead to fast and
accurate vanilla option prices. We also perform several calibration tests,
using both local and global optimization. Our analyses show that
straightforward setups deliver good calibration results. All calculations are
carried out in Matlab and numerical examples are included in the paper to
facilitate the understanding of mathematical concepts.

5
The categories of this paper are: gr-qc
3
The categories of this paper are: physics
28
The categories of this paper are: alg-geom
23
The categories of this paper are: solv-int
11
The categories of this paper are: hep-lat
27
The categories of this paper are: comp-gas
6
The categories of this paper are: astro-ph
21
The categories of this paper are: adap-org
4
The categories of this paper are: cond-mat
14
The categories of this paper are: math-ph
0
The categories of this paper are: hep-ph
20
The categories of this paper are: acc-phys
12
The categories of this paper are: nucl-th
19
The categories of this paper are: eess
8
The categories of this paper are: hep-ex
35
The categories of this paper are: mtrl-th