Apparently, this user prefers to keep an air of mystery about them.
9 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
7 Does price of american (put) option exhibit smooth pasting in time direction under B-S model? Jun 23 '15
4 Black-Scholes American Put Option Nov 28 '12