Silvia Lavagnini

Image of Silvia Lavagnini
Norwegian version of this page
Room 1005
Username
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.

 

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 Sep. 5, 2019 10:24 AM