Maximum, minimum, average, etc.
Arithmetic, geometric, etc.
Binomial solution methods
Conjugate gradient solvers
Finite-difference types
One- and multi-dimensional distributions
Which endpoints (if any) to be included
How to evaluate coefficients in MC time-step evolution
Extrapolate outside original range
RNGs for gamma distribution
Corresponding to 'details' above
LU decomp, Cholesky, etc.
Initial LP basis
Linear programming methods
scaling for linear programming
First 4 moments
RNGs for normal distribution
Time-step schemes for path generation
Pseudo RNG types
Pseuo-random, quasi-random, etc
For low-discrepancy RNGs ...
For pseudo square-root calculation
Singular value decomposition
Sobol QRNG direction integers
FFT and other transforms