Find for one underlying (stock or index) of your choice, reliable European call and/or put prices (at least more than 25) for a particular day – (several maturities are allowed).

Write a pricer for European call and puts under the Heston model using the characteristic function approach.

Write a programme that calibrates the Heston model on your data set.

Discuss methodology and results.

哪位高手能为我提供上诉问题的相关信息？不胜感激。

附：最好能用Matlab书写的程序