How to stop a Matlab script from C#

I'm using the Matlab Compiler to create a .NET assembly from a long script. The script is calling many other scripts and has some long running operations. On the .NET side, I have a WPF app that calls this script, and I was able to send in a C# class as an object that acts as a delegate to get feedback as to where the Matlab is in the process. All good until here.

What I'm trying to do is implement a Cancel on the .NET side. How do I stop the execution of the script w/out killing the whole application?