Usage: 
z = BlackScholesPathIndependent1DQMC(s0,r,vola,dt,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

 dt  scalar, time to maturity in years

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

 iterations  scalar, number of simulations

 gennum  scalar, number of the lowdiscrepancy source which is used in the simulation;
possible values are 0, 1, 2

Output: 
 z  scalar, estimated option price 