Usage: 
z = BlackScholesPathDependent1DQMC(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

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

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

 iterations  scalar, number of simulations

 gennum  scalar, number of the low discrepancy sequence used in the simulation

Output: 
 z  scalar, estimated option price 