Usage: 
{z,v} = BlackScholesPathDependent1D(s0,r,vola,timepath,payoff,iterations,gennum)

Input: 
 s0  scalar, price of the underlying at time 0

 r  scalar, risk free interest rate 5% = 0.05

 vola  scalar, volatility of the log price process 20% = 0.2

 timepath  T x 1 vector of time values for which the underlying values
have to be generated. The first entry represents the starting
time. Times are specified in years.

 payoff  string, name of the payoff function for the option product.

 iterations  scalar, number of simulations

 gennum  scalar, number of the random source which is used in the simulation

Output: 
 z  scalar, estimated option price 
 v  scalar, standard deviation of the price estimate 