
We gratefully acknowledge contributions from Xavier Abulker, Toyin
Akin, Mario Aleppo, Sercan Atalik, James Battle, Christopher Baus,
Thomas Becker, Adolfo Benin, Luca Berardi, David Binderman, Theo
Boafo, Joe Byers, Antoine Cellerier, Aurelien Chanudet, Yiping Chen,
Warren Chou, Jon Davidson, Daniele De Francesco, Piter Dias, Cristina
Duminuco, Giorgio Facchinetti, Chiara Fornarola, Silvia Frasson,
Matteo Gallivanoni, Roman Gitlin, Marek Glowacki, Richard Gould,
Tomoya Kawanishi, Gary Kennedy, Allen Kuo, Paul Laderoute, James Lee,
Gang Liang, Robert Lopez, Andr Louw, John Maiden, Katiuscia Manzoni,
Enrico Michelotti, Tiziano Mller, Guillaume Pealat, Gilbert Peffer,
Walter Penschke, Gianni Piolanti, Mario Pucci, Fabio Ramponi,
Sadruddin Rejeb, Peter Schmitteckert, David Schwartz, Eugene
Shevkoplyas, Enrico Sirola, Maxim Sokolov, Niels Elken Snderby, Marco
Tarenghi, Franois du Vignaud, Charles Whitmore, Bernd Johannes
Wuebben, and Jeff Yu.

QuantLib includes code taken from Peter Jckel's book "Monte Carlo
Methods in Finance".

QuantLib includes software developed by the University of Chicago,
as Operator of Argonne National Laboratory.

