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Debora Loccisano
ORCID
Publication Activity (10 Years)
Years Active: 2024-2024
Publications (10 Years): 1
Top Topics
Risk Management
Black Scholes Model
Option Pricing
Project Management
Top Venues
Ann. Oper. Res.
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Publications
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Domenico De Giovanni
,
Arturo Leccadito
,
Debora Loccisano
Co-movements, option pricing and risk management: an application to WTI versus Brent spread options.
Ann. Oper. Res.
336 (1-2) (2024)