Smile effect in stochastic volatility models

• Grant number: 11/05313-1
• Support Opportunities: Scholarships in Brazil - Master
• Start date: August 01, 2011
• End date: January 31, 2013
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Probability
• Principal Investigator: Cristian Favio Coletti
• Grantee: Rafael Aguilera Mazzei
• Host Institution: Centro de Matemática, Computação e Cognição (CMCC). Universidade Federal do ABC (UFABC). Ministério da Educação (Brasil). Santo André , SP, Brazil