Silvia Lavagnini

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:

• S.L. (2020). CARMA Approximations and Estimation. Front. Appl. Math. Stat. 6:37
• Fred E. Benth, Luca Di Persio and S.L. (2018). Stochastic modeling of wind derivatives in energy markets. Risks, 6(2), 56

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 Mathematics. arXiv