Silvia Lavagnini

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 graduated in Mathematics in March 2017 at the University of Verona.

I then moved to Norway and started my PhD in August 2017 with supervisor prof. Fred Espen Benth. It is a four years position with one year of in-house training in an international energy company here in Oslo, which I have just finished last May.

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

 

Preprints:

  • Benth, Fred Espen & Lavagnini, Silvia (2019). Correlators of Polynomial Processes (arXiv)
Tags: Mathematical finance, Energy markets, Stochastic analysis and finance and insurance and risk

Publications

  • Benth, Fred Espen; Di Persio, Luca & Lavagnini, Silvia (2018). Stochastic modelling of wind derivatives in energy markets. Risks.  ISSN 2227-9091.  6(2) . doi: 10.3390/risks6020056

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Published Aug. 28, 2017 8:38 AM - Last modified June 28, 2019 10:50 AM