The Heston model with Term Structure: Option Pricing and Calibration

This thesis addresses the calibration of the Heston model with term structure (i.e. with piecewise constant parameters) to a set of European option prices from the FX market. Several option pricing methods are discussed and compared, among which the COS method, Lewis' method and the Andersen QE Monte Carlo scheme. Several modifications are...

Dynamic in situ calibration of an instrumented treadmill for systems identification and parameter estimation

Existing re-calibration methods for instrumented treadmills have mainly been performed when the instrumented treadmill has been in static operation i.e. the belts are not running. The effect re-calibrating during experimental operation, i.e. while the belts are running, on the ground reaction force (GRF) and the center of pressure (CoP) accuracy...