Silvia Lavagnini
Doctoral Research Fellow
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Risk and Stochastics

Norwegian version of this page
Email
silval@math.uio.no
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)
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
Published Aug. 28, 2017 8:38 AM
- Last modified Sep. 5, 2019 10:24 AM