Silvia Lavagnini

Identifiers

• name variant Silvia Lavagnini 0.60 · backfill

Papers (3)

1. Pricing Asian Options with Correlators q-fin.PR · 2021 · author #1
2. Accuracy of Deep Learning in Calibrating HJM Forward Curves q-fin.MF · 2020 · author #3
3. Correlators of Polynomial Processes math.PR · 2019 · author #2

Mentions

• 2006.01911 #3 · arxiv_oai · confidence 0.70 Silvia Lavagnini
• 2104.11684 #1 · arxiv_oai · confidence 0.70 Silvia Lavagnini
• 1906.11320 #2 · arxiv_oai · confidence 0.70 Silvia Lavagnini

Frequent Coauthors

• Fred Espen Benth 2 shared papers
• Nils Detering 1 shared papers