Matthew Lorig is a Postdoctoral Researcher at the Department of Operations Research and Financial Engineering of the Princeton University.

Web page: http://mattlorig.yolasite.com/

Stefano Pagliarani is a PhD student at the Math Department of the University of Padua.

His research interests include second-order integro-differential operators, Lévy processes, and their application to pricing of European and Asian options

Web page: http://www.math.unipd.it/~stefanop/

Andrea Pascucci is professor of Mathematical Finance at the University of Bologna where he is director of a master program in Quantitative Finance.

His research interests include second order parabolic partial differential equations and stochastic analysis with applications to finance (pricing of European, American and Asian options).

Web page: http://www.dm.unibo.it/~pascucci/

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