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Silvia Lavagnini

Observed names: Lavagnini, Silvia, SILVIA LAVAGNINI
ORCID: 0000-0002-9923-8021
Observed ORCID: 0000-0002-9923-8021
OpenAlex ID: A5085223172
Stochastic Modeling of Wind Derivatives in Energy Markets
2018 · Fred Espen Benth, Luca Di Persio, et al. · Risks · 48
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Accuracy of deep learning in calibrating HJM forward curves
2021 · Fred Espen Benth, Nils Detering, et al. · Digital Finance · 14
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Correlators of Polynomial Processes
2021 · Fred Espen Benth, Silvia Lavagnini · SIAM Journal on Financial Mathematics · 8
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Deep Quadratic Hedging
2024 · Alessandro Gnoatto, Silvia Lavagnini, et al. · Mathematics of Operations Research · 3
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CARMA Approximations and Estimation
2020 · Silvia Lavagnini · Frontiers in Applied Mathematics and Statistics · 2
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Cross-Currency Heath–Jarrow–Morton Framework in the Multiple-Curve Setting
2026 · Alessandro Gnoatto, Silvia Lavagnini · SIAM Journal on Financial Mathematics · 1
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Pricing Asian Options With Correlators
2021 · SILVIA LAVAGNINI · International Journal of Theoretical and Applied Finance · 1
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A class of locally state-dependent models for forward curves
2025 · Detering, Nils, Lavagnini, Silvia · RePEc: Research Papers in Economics
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Deep Quadratic Hedging
2022 · Alessandro Gnoatto, Silvia Lavagnini, et al. · SSRN Electronic Journal
Stochastic Modelling in Energy Markets - From the Spot Price to Derivative Contracts
2021 · Silvia Lavagnini · NORA - Norwegian Open Research Archives
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Works count: 10
Citation count: 77
H-index: 3
I10-index: 2
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