We present the results of Monte Carlo simulations of the magnetic properties of a model for a single nanoparticle consisting in a ferromagnetic core surrounded by an antiferromagnetic shell. The simulations of hysteresis loops after cooling in a magnetic field display exchange bias effects. In order to understand the origin of the loop shifts, we have studied the thermal dependence of the shell and interface magnetizations under field cooling. These results, together with inspection of the snapshots of the configurations attained at low temperature, show the existence of a net magnetization at the interface which is responsible for the bias of the hysteresis loops.
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