
We gratefully acknowledge contributions from Xavier Abulker, Toyin
Akin, 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, Silvia Frasson, Matteo
Gallivanoni, Roman Gitlin, Richard Gould, Tomoya Kawanishi, Gary
Kennedy, Allen Kuo, Roland Lichters, Andr Louw, Enrico Michelotti,
Tiziano Mller, Gilbert Peffer, Walter Penschke, Gianni Piolanti,
Fabio Ramponi, Peter Schmitteckert, David Schwartz, Eugene
Shevkoplyas, Maxim Sokolov, Marco Tarenghi, 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.

