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.
- Benth, Fred Espen & Lavagnini, Silvia (2019). Correlators of Polynomial Processes (arXiv)