Congratulations to PhD student Debora Loccisano’s on the publication of her paper titled “Co-movements, option pricing and risk management: an application to WTI versus Brent spread options” joint with her former professors Domenico De Giovanni and Arturo Leccadito from Calabria, Italy.
The paper has been accepted for publication in the Annals of Operation Research – a journal that publishes peer-reviewed articles dealing with key aspects of operations research, including theory, practice, and computation.
Getting research published as a PhD student is an excellent achievement and we wish you the best for your ongoing work!