The zipped files below contain fortran codes for the mathematics and finance test examples. You will need to get gasdev.f and ran2.f from Numerical Recipes (www.nr.com). Then change the call to ran1 in gasdev to a call to ran2.
Individual Files:
exact_cir.f
exact_hw.f
exact_lou.f
exact_nel.f
main_Math1.f
main_Math2.f
main_Math3.f
main_Math4.f
main_Math5.f
main_cir.f
main_hw.f
main_lou.f
main_nel.f
main_ouc.f
kubo_main_anise.f
kubo_main_weak4.f
nonl_main_anise.f
nonl_main_weak4.f
* Innovative Stochastic Algorithms *