I am a last-year PhD candidate with the supervision of prof. Fred Espen Benth. I have a four-year position including one year of in-house training in an international energy company in Oslo.
My research is centred around stochastic analysis and mathematical finance, with a particular focus on markets for energy, weather and commodities.
Thesis title: Stochastic Modelling in Energy Markets -- From the Spot Price to Derivative Contracts
Defence date: 18 June 2021
Curriculum vitae here.
- Fred E. Benth, Nils Detering and S.L. Accuracy of Deep Learning in Calibrating HJM Forward Curves. Digital Finance (2021): 1-40 (arXiv preprint)
- L.S. CARMA Approximations and Estimation. Front. Appl. Math. Stat. 6 (2020): 37
- Fred E. Benth, Luca Di Persio and S.L. Stochastic modeling of wind derivatives in energy markets. Risks 6.2 (2018): 56
- L.S. (2021). Pricing Asian Options with Correlators. Submitted to Int. J. Theor. Appl. Finance. (arXiv preprint)
- Fred E. Benth and S.L. (2019). Correlators of Polynomial Processes. Submitted to SIAM J. on Financial Mathematics. (arXiv preprint)