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 last-year PhD candidate 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 is centred around stochastic analysis and mathematical finance, with a particular focus on markets for energy, weather and commodities.


Curriculum vitae here.


Publications:


Preprints:

  • Fred E. Benth, Nils Detering and S.L. (2020). Accuracy of Deep Learning in Calibrating HJM Forward Curves. Submitted to Digital Finance (Springer)arXiv
  • Fred E. Benth and S.L. (2019). Correlators of Polynomial Processes. Submitted to SIAM J. on Financial MathematicsarXiv
Tags: Mathematical finance, Energy markets, Stochastic analysis and finance and insurance and risk
Published Aug. 28, 2017 8:38 AM - Last modified Nov. 11, 2020 10:15 AM

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