Arianna is a PhD student in Financial Mathematics at École Polytechnique in Paris. She completed its bachelor and master in Mathematics in Udine (Italy), where she also obtained the diploma at Scuola Superiore, an institution of higher education beside the university based on merit. In 2020, she has been awarded as best Maths student of the year and among the ten best students in all Università di Udine. She is now becoming doctor on November 2023 with a thesis on the ‘Advanced implied volatility modelling for risk management and central clearing’, supervised by Stefano De Marco and Claude Martini. She has completed its PhD program in collaboration with Zeliade Systems, where she delightedly works as a quantitative analyst. Despite her young age, she has already published articles in her field of specialization, implied volatility models for options, and given talks in European seminars. She is particularly interested in putting theory into practice, with the final aim of finding possible solutions to industrial financial problems.
The authors investigate the surface SVI model with three with three parameters, applying the SVI results to give the nobutterfly- arbitrage domain