Lévy Processes in Finance: The Calibration Problem and the concept of skewness in the market.

• Grant number: 09/05884-9
• Support Opportunities: Scholarships in Brazil - Post-Doctoral
• Start date: August 01, 2009
• End date: July 31, 2012
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Pedro Alberto Morettin
• Grantee: Michele Ferraz Figueiró
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Associated research grant: 08/51097-6 - Time Series, Dependence Analysis and Applications, AP.TEM