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.
Curriculum vitae here.
- Fred E. Benth, Luca Di Persio and S.L. (2018). Stochastic modeling of wind derivatives in energy markets. (Link: Risks, 6(2), 56)
- Fred E. Benth and S.L. (2019). Correlators of Polynomial Processes. (Link: arXiv)
- Fred E. Benth, Nils Detering and S.L. (2020). Accuracy of Deep Learning in Calibrating HJM Forward Curves. (Link: arXiv)