Silvia Lavagnini
Assistant Professor - Department of Data Science and Analytics
Employee Profile
- Room number B3Y-076
- E-mail silvia.lavagnini@bi.no
Area of Expertise
Publications
Lavagnini, Silvia (2021)
PRICING ASIAN OPTIONS with CORRELATORS
International Journal of Theoretical and Applied Finance, 24(8) Doi: 10.1142/S0219024921500412 - Full text in research archive
Benth, Fred Espen; Detering, Nils & Lavagnini, Silvia (2021)
Accuracy of deep learning in calibrating HJM forward curves
Digital Finance, 3, s. 209- 248. Doi: 10.1007/s42521-021-00030-w - Full text in research archive
Benth, Fred Espen & Lavagnini, Silvia (2021)
Correlators of Polynomial Processes
SIAM Journal on Financial Mathematics, 12(4), s. 1374- 1415. Doi: 10.1137/21M141556X - Full text in research archive
Lavagnini, Silvia (2020)
CARMA Approximations and Estimation
Frontiers in Applied Mathematics and Statistics, 6 Doi: 10.3389/fams.2020.00037 - Full text in research archive
Benth, Fred Espen; Di Persio, Luca & Lavagnini, Silvia (2018)
Stochastic modelling of wind derivatives in energy markets
Risks, 6(2) Doi: 10.3390/risks6020056 - Full text in research archive
| Year | Academic Department | Degree |
|---|---|---|
| 2021 | University of Oslo | PhD |
| 2017 | University of Verona | MSc in Mathematics |
| Year | Employer | Job Title |
|---|---|---|
| 2021 - 2022 | University of Verona | Post-doc, Economics Department |