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.
- Benth, Fred Espen & Lavagnini, Silvia (2019). Correlators of Polynomial Processes (arXiv)