From b7cdd9f37337c0ab9e8d44e949faee124b39c083 Mon Sep 17 00:00:00 2001
From: David Wells <drwells@email.unc.edu>
Date: Fri, 21 May 2021 12:23:01 -0400
Subject: [PATCH] step-78: Avoid using singular first-person pronouns.

This change makes this tutorial more in line with the common style of the others.
---
 examples/step-78/doc/intro.dox | 8 ++++----
 examples/step-78/step-78.cc    | 2 +-
 2 files changed, 5 insertions(+), 5 deletions(-)

diff --git a/examples/step-78/doc/intro.dox b/examples/step-78/doc/intro.dox
index 38f53274aa..bb323964be 100644
--- a/examples/step-78/doc/intro.dox
+++ b/examples/step-78/doc/intro.dox
@@ -71,7 +71,7 @@ So, $\Omega=[0,S_\text{max}]$.
 
 Second, after truncating the domain, we need to ask what boundary values we
 should pose at this now finite boundary. To take care of this, we use "put-call"
-parity @cite stoll1969relationship. A "pull option" is one in which I am
+parity @cite stoll1969relationship. A "pull option" is one in which we are
 allowed, but not required, to *sell* a stock at price $K$ to someone at a future
 time $T$. This says
 @f{align*}{
@@ -88,10 +88,10 @@ $S_\text{max}$.
 
 The second complication of the Block-Scholes equation is that we are given a
 final condition, and not an initial condition. This is because we know what the
-option is worth at time $t=T$: If the stock price at $T$ is $S<K$, then I have
-no incentive to use my option of buying a price $K$ because I can buy that stock
+option is worth at time $t=T$: If the stock price at $T$ is $S<K$, then we have
+no incentive to use our option of buying a price $K$ because we can buy that stock
 for cheaper on the open market. So $V(S,T)=0$ for $S<K$. On the other hand, if
-at time $T$ we have $S>K$, then I can buy my stock at price $K$ via the option
+at time $T$ we have $S>K$, then we can buy the stock at price $K$ via the option
 and immediately sell it again on the market for price $S$, giving me a profit of
 $S-K$. In other words, $V(S,T)=S-K$ for $S>K$. So, we only know
 values for $V$ at the *end time* but not the initial time -- in fact, finding
diff --git a/examples/step-78/step-78.cc b/examples/step-78/step-78.cc
index e56a6ab22b..0b839c561b 100644
--- a/examples/step-78/step-78.cc
+++ b/examples/step-78/step-78.cc
@@ -69,7 +69,7 @@ namespace BlackScholesSolver
   // @sect3{Solution Class}
 
   // This section creates a class for the known solution when testing using the
-  // MMS. Here I am using $v(\tau,S) = -\tau^2 -S^2 + 6$ for my solution. We
+  // MMS. Here we are using $v(\tau,S) = -\tau^2 -S^2 + 6$ for the solution. We
   // need to include the solution equation and the gradient for the H1 seminorm
   // calculation.
   template <int dim>
-- 
2.39.5