עקוב אחר
Silvia Lavagnini
Silvia Lavagnini
Assistant Professor, BI Norwegian Business School
כתובת אימייל מאומתת בדומיין bi.no - דף הבית
כותרת
צוטט על ידי
צוטט על ידי
שנה
Stochastic modeling of wind derivatives in energy markets
FE Benth, L Di Persio, S Lavagnini
Risks 6 (2), 56, 2018
592018
Accuracy of deep learning in calibrating HJM forward curves
FE Benth, N Detering, S Lavagnini
Digital Finance, 1-40, 2021
172021
Correlators of polynomial processes
FE Benth, S Lavagnini
SIAM Journal on Financial Mathematics 12 (4), 1374-1415, 2021
92021
Deep Quadratic Hedging
A Gnoatto, S Lavagnini, A Picarelli
Mathematics of Operations Research, 2024
42024
Pricing Asian Options with Correlators
S Lavagnini
International Journal of Theoretical and Applied Finance 24 (08), 2150041, 2021
12021
CARMA approximations and estimation
S Lavagnini
Frontiers in Applied Mathematics and Statistics 6, 37, 2020
12020
A class of point-wise operating SPDE coefficients for HJM models
N Detering, S Lavagnini
arXiv preprint arXiv:2502.09486, 2025
2025
Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting
A Gnoatto, S Lavagnini
arXiv preprint arXiv:2312.13057, 2023
2023
Stochastic Modelling in Energy Markets-From the Spot Price to Derivative Contracts
S Lavagnini
2021
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מאמרים 1–9