Silvia Lavagnini

BI Norwegian Business School - Oslo / Norway

Natural Sciences / Mathematical Sciences

AD Scientific Index ID: 5550158

Handelshøyskolen BI

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Silvia Lavagnini's MOST POPULAR ARTICLES

1-) Stochastic modeling of wind derivatives in energy marketsFE Benth, L Di Persio, S LavagniniRisks 6 (2), 56, 2018502018

2-) Accuracy of deep learning in calibrating HJM forward curvesFE Benth, N Detering, S LavagniniDigital Finance, 1-40, 2021142021

3-) Correlators of polynomial processesFE Benth, S LavagniniSIAM Journal on Financial Mathematics 12 (4), 1374-1415, 202172021

4-) Deep Quadratic HedgingA Gnoatto, S Lavagnini, A PicarelliMathematics of Operations Research, 202412024

5-) Pricing Asian Options with CorrelatorsS LavagniniInternational Journal of Theoretical and Applied Finance 24 (08), 2150041, 202112021

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