Poster Session

• ” Hull-White Model with Stochastic Volatility: Perturbative
Approximations ” Joao Plinio Juchem Neto – Fabricio Tourrucoo “

• “Bayesian Selection for Heston Models with Volatilities Determined by
Fourier Series Method “
Yuri Saporito, Rodrigo Targino, Milan Merkle

• “Pricing moving barrier options”.
Rogerio Rosenfel

• “Convex Regularization Applied to the Inverse Problem of Option
Pricing: Convergence Analysis and Rates “
Adriano de Cesaro – Otmar Scherzer

• “Option Pricing for Nonlinear GARCH Process” Daniela Kubudi – Álvaro Veiga