Silvia Lavagnini

2018

A researcher in the Science corpus: 1 paper; trusts 4 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Silvia Lavagnini trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Fred Espen Benth

Papers from Silvia Lavagnini's perspective

Ordered by how strongly the researchers Silvia Lavagnini trusts endorse each paper. Same corpus, a different order for every researcher.

  1. THE NORMAL INVERSE GAUSSIAN DISTRIBUTION AND SPOT PRICE MODELLING IN ENERGY MARKETS
  2. Stochastic Modeling of Electricity and Related Markets
  3. Generalized autoregressive conditional heteroskedasticity
  4. Dynamical pricing of weather derivatives
  5. On arbitrage‐free pricing of weather derivatives based on fractional Brownian motion
  6. On modelling and pricing weather derivatives
  7. A note on arbitrage‐free pricing of forward contracts in energy markets
  8. The volatility of temperature and pricing of weather derivatives
  9. Pricing weather derivatives by marginal value
  10. A Fair Pricing Approach to Weather Derivatives

Their papers