In a similar way to local volatility? I'm trying to calibrate a surface, but the results aren't convincing, so I was wondering if it was necessary to first use a way to regulate it (splines, regressions), then calibrate the Heston model, or if it was necessary to calibrate first the model on the few data, then get a surface.
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Apparently your heston model parameters should define the surface. You're fitting to options quoted in the market, thus a minimization exercise. Not like local vol, where it needs a abitrage free implied vol surface to garantee uniqueness
