Apparently, this user prefers to keep an air of mystery about them.
8 Is the price of European put option monotone in volatility if we replace BM in Black-Scholes with a general Levy process? jun 9 '13
5 Does price of american (put) option exhibit smooth pasting in time direction under B-S model? jun 23
4 Black-Scholes American Put Option nov 28 '12
2 Quadratic variation question may 11 '13