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

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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

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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).

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