| Stochastic modeling of wind derivatives in energy markets FE Benth, L Di Persio, S Lavagnini Risks 6 (2), 56, 2018 | 50 | 2018 |
| Accuracy of deep learning in calibrating HJM forward curves FE Benth, N Detering, S Lavagnini Digital Finance, 1-40, 2021 | 13 | 2021 |
| Correlators of polynomial processes FE Benth, S Lavagnini SIAM Journal on Financial Mathematics 12 (4), 1374-1415, 2021 | 7 | 2021 |
| Pricing Asian Options with Correlators S Lavagnini International Journal of Theoretical and Applied Finance 24 (08), 2150041, 2021 | 1 | 2021 |
| CARMA approximations and estimation S Lavagnini Frontiers in Applied Mathematics and Statistics 6, 37, 2020 | 1 | 2020 |
| Cross-Currency Heath-Jarrow-Morton Framework in the Multiple-Curve Setting A Gnoatto, S Lavagnini arXiv preprint arXiv:2312.13057, 2023 | | 2023 |
| Deep Quadratic Hedging A Gnoatto, S Lavagnini, A Picarelli arXiv preprint arXiv:2212.12725, 2022 | | 2022 |
| Stochastic Modelling in Energy Markets-From the Spot Price to Derivative Contracts S Lavagnini | | 2021 |
Fred Espen BenthDepartment of Mathematics, University of Oslo, NorwayVerified email at math.uio.no
