Silvia Lavagnini

Doctoral Research Fellow - Risk and Stochastics
Image of Silvia Lavagnini
Norwegian version of this page
Room 1005
Visiting address Moltke Moes vei 35 Niels Henrik Abels hus 0851 Oslo
Postal address Postboks 1053 Blindern 0316 Oslo
Other affiliations Department of Mathematics

I am a last-year PhD candidate with the supervision of prof. Fred Espen Benth. I have a four-year position including one year of in-house training in an international energy company in Oslo.

My research is centred around stochastic analysis and mathematical finance, with a particular focus on markets for energy, weather and commodities.

Thesis title: Stochastic Modelling in Energy Markets -- From the Spot Price to Derivative Contracts

Defence date: 18 June 2021

Curriculum vitae here.



  • L.S. (2021). Pricing Asian Options with Correlators. Submitted to Int. J. Theor. Appl. Finance. (arXiv preprint)
  • Fred E. Benth and S.L. (2019). Correlators of Polynomial Processes. Submitted to SIAM J. on Financial Mathematics. (arXiv preprint)
Tags: Mathematical finance, Energy markets, Stochastic analysis and finance and insurance and risk
Published Aug. 28, 2017 8:38 AM - Last modified May 14, 2021 3:48 PM

Research groups