monte carlo library stinson created directory research common projects options mclib hold monte carlo models developed past following mc models 1 asian option two point vol structure 2 asian barrier option 3 asian spread option 4 time spread option 5 asian digital option want include models using american monte carlo 1 american spread option 2 option min max n assets n input 3 omicron option model 3 price processes suggest us save copy monte carlo models directory build general monte carlo library also calculate mc greeks efficiently zimin