Silvia Lavagnini

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

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

My research focuses on stochastic analysis and mathematical finance, with particular focus on options pricing and weather derivatives.


Curriculum vitae here.


Publication(s):

  • Fred E. Benth, Luca Di Persio and S.L. (2018). Stochastic modeling of wind derivatives in energy markets. (Link: Risks, 6(2), 56)

Preprint(s):

  • Fred E. Benth and S.L. (2019). Correlators of Polynomial Processes. (Link: arXiv)
  • Fred E. Benth, Nils Detering and S.L. (2020). Accuracy of Deep Learning in Calibrating HJM Forward Curves. (Link: arXiv)

 

Tags: Mathematical finance, Energy markets, Stochastic analysis and finance and insurance and risk
Published Aug. 28, 2017 8:38 AM - Last modified June 11, 2020 3:09 PM

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