CARMA Approximations and Estimation. - Silvia Lavagnini (Frontiers Appl. Math. Stat., 2020)

Correlators of Polynomial Processes. - Fred Espen Benth; Silvia Lavagnini (SIAM J. Financial Math., 2021)

Deep Quadratic Hedging. - Alessandro Gnoatto; Silvia Lavagnini; Athena Picarelli (CoRR, 2022)