Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Sparse grid high-order ADI scheme for option pricing in stochastic
  volatility models   We present a sparse grid high-order alternating direction implicit (ADI)
scheme for option pricing in stochastic volatility models. The scheme is
second-order in time and fourth-order in space. Numerical experiments confirm
the computational efficiency gains achieved by the sparse grid combination
technique.

30
The categories of this paper are: q-alg
27
The categories of this paper are: comp-gas
9
The categories of this paper are: nlin
36
The categories of this paper are: cmp-lg
0
The categories of this paper are: hep-ph
26
The categories of this paper are: bayes-an
32
The categories of this paper are: atom-ph
5
The categories of this paper are: gr-qc
1
The categories of this paper are: cs
16
The categories of this paper are: stat
37
The categories of this paper are: supr-con
21
The categories of this paper are: adap-org
7
The categories of this paper are: hep-th
19
The categories of this paper are: eess
31
The categories of this paper are: ao-sci
11
The categories of this paper are: hep-lat