ITU-T G.729 Annex C+ - Reference C code for floating point
implementation of G.729 at 6.4/8/11.8 kbit/s with DTX functionality
(integration of Annexes B, D and E)
An example case is considered to price an option at a maturity of T years - prices are simulated for Geometric brownian motion process at 2*T maturity, and Brownian Bridge is used to obtain prices at T maturity. Finally option prices are compared to Black Scholes values to verify results
