Silvia Lavagnini

Doctoral Research Fellow - Risk and Stochastics
Image of Silvia Lavagnini
Norwegian version of this page
Room 1005
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.



  • 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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