text_combined: sharad houston visit sharad expected get time discuss detail houston discussed subject informally laying clarity vince stinson information thoughts 1 exotica top priority rightly identified learn build xlls b catalogue functions houston exotica yet available london c catalogue differences inputs london houston exotica functions produce london xll allows current function calls used possible incorporates new functions e update documentation appropriate nothing else two weeks happy main contacts paulo zimin 2 understand american monte carlo amc aim get feel amc characteristics embark use amc real option valuation like understand behaves financial options suggest something like following produce amc code single gbm american option compare greeks appropriate tree methods b two gbm spread option model compare 1 numerical integration method although american bit amc going used interesting think bucketing issue price payoff space greeks c form mean reverting model preferably two factor hjm pure financial option valuation get somewhere amc behaves sensibly pure financial models keen roll real option valuations vince stinson since expecting worst email support would good enough print email hand sharad many thanks steve