Option pricing and hedging under a stochastic volatility Lévy process model
Frank J. Fabozzi, Young Shin Kim, Zuodong Lin, Svetlozar T. Rachev
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About EDHEC-Risk Climate Impact Institute
EDHEC-Risk Institute is changing; going forward it will become EDHEC-Risk Climate Impact Institute (EDHEC-Risk Climate). This evolutions marks EDHEC Business School’s commitment to sustainability issues and will build on its ground-breaking research programmes that explore the relationships between climate change and finance. Our ambition is to become the leading academic reference point for long-term investors, helping them to manage the asset-pricing implications of climate change as well as adaptation and mitigation efforts. EDHEC-Risk Climate’s mission is to help private and public decision-makers manage climate-related financial risks and make the best use of the financial tools available to transition to low-emission and climate-resilient economies.