asian_option_CMC.m	Prices a European style Asian call option via crude Monte Carlo.
asian_option_Control_variable.m	Prices a European style Asian call option using a control variable approach.
asian_option_QMC.m	Prices a European style Asian call option via quasi Monte Carlo. Uses faure.m and h.m.
BS.m	Implements the Black-Scholes formula.
down_and_in_Call_conditional_est.m	Prices a down-and-in call option with a discretely monitored barrier via conditioning. Uses BS.m.
down_and_in_Call_Importance_Sampling.m	Prices a down-and-in call option with a discretely monitored barrier via importance sampling. Uses down_in_call.m.
down_in_call.m	Implements the importance function for a down-and-in call option.
EU_Call_conditional_est.m	Prices a European call option with stochastic volatility via conditioning. Uses BS.m.
faure.m	Computes Faure points for use in quasi Monte Carlo.
h.m	Computes the sample path and price of a European style Asian call option, given a sequence of (quasi/pseudo) random numbers.
payoff_times_score.m	Implements the hit-and-run sampler for sampling from the optimal importance sampling density.
QMC_run_script.m	A script to price a European style Asian call option via quasi Monte Carlo and crude Monte Carlo for a range of trading days. Uses asian_option_QMC.m
sensitivites_IS_with_CE.m	Estimates the Delta or Vega of a call option with discretely monitored barrier via importance sampling. Uses payoff_times_score.m, and for plotting uses csaps.m (spline toolbox).
sensitivites_pathwise_Crude_Monte_Carlo.m	Estimates the Delta and the Vega for an Asian call option via pathwise derivative estimation.

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