Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: More Robust Pricing of European Options Based on Fourier Cosine Series
  Expansions   We present an alternative formula to price European options through cosine
series expansions, under models with a known characteristic function such as
the Heston stochastic volatility model. It is more robust across strikes and as
fast as the original COS method.

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The categories of this paper are: astro-ph
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The categories of this paper are: cmp-lg
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The categories of this paper are: hep-th
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The categories of this paper are: funct-an
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The categories of this paper are: acc-phys
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The categories of this paper are: nlin
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The categories of this paper are: math-ph
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The categories of this paper are: solv-int
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The categories of this paper are: ao-sci
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The categories of this paper are: econ
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The categories of this paper are: mtrl-th
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The categories of this paper are: adap-org
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The categories of this paper are: patt-sol
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The categories of this paper are: chem-ph
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The categories of this paper are: supr-con
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The categories of this paper are: atom-ph