**About the Editor**

**Lars Stentoft** is an Associate Professor at the Department of Economics (joint with the Department of Statistical and Actuarial Sciences), University of Western Ontario, Canada. He has been a faculty member at Western since 2014, and prior to this, he held positions at HEC Montreal (2005–2014) and Copenhagen Business School (2012–2013). He earned his PhD degree in economics from Aarhus University in 2004. Professor Stentoft is a Research Fellow at CIRANO and an International Research Fellow at CREATES. His main fields of research are concerned with financial econometrics, where he specializes on developing flexible models for financial asset returns and their use for option pricing, and with computational finance, where he works on simulation-based methods for pricing derivatives. Professor Stentoft is an Associate Editor for the *Journal of Empirical Finance*, and on the *Editorial Board of Journal of Risk and Financial Management.* His work in financial econometrics has been published in, e.g., *International Journal of Forecasting*, *Journal of Banking and Finance*, *Journal of Empirical Finance*, and *Journal of Financial Econometrics*, and his research on American option pricing has been published in, e.g., *Journal of Computational Finance*, *Management Science*, and *Review of Derivatives Research*.
