// Black Scholes equation rules the path generator:
// at each step the log of the stock
// will have drift and sigma^2 variance
final InverseCumulativeRsg<RandomSequenceGenerator<MersenneTwisterUniformRng>, InverseCumulativeNormal> rsg =
new PseudoRandom(RandomSequenceGenerator.class, InverseCumulativeNormal.class).makeSequenceGenerator(nTimeSteps, 0L);
final boolean brownianBridge = false;
final MonteCarloModel<SingleVariate, RandomNumberGenerator, Statistics> MCSimulation = new MonteCarloModel<SingleVariate, RandomNumberGenerator, Statistics>();