39   PetscReal  *eps;  in main()  local
73   PetscCall(PetscMalloc1(numdim, &eps));  in main()
79     PetscCall(stdNormalArray(eps, numdim, ran));  in main()
80     x += basketPayoff(vol, St0, n, r, dt, eps);  in main()
89   PetscCall(PetscFree(eps));  in main()
95 PetscErrorCode stdNormalArray(PetscReal *eps, PetscInt numdim, PetscRandom ran)  in stdNormalArray()  argument
107     eps[i]     = t * PetscCosReal(2 * PETSC_PI * PetscRealPart(u2));  in stdNormalArray()
108     eps[i + 1] = t * PetscSinReal(2 * PETSC_PI * PetscRealPart(u2));  in stdNormalArray()
113 …ketPayoff(PetscReal vol[], PetscReal St0[], PetscInt n, PetscReal r, PetscReal dt, PetscReal eps[])  in basketPayoff()  argument
125       Stk[j] = mcVal(Stk[j], r, vol[j], dt, eps[pointcount++]);  in basketPayoff()
176 PetscReal mcVal(PetscReal St, PetscReal r, PetscReal vol, PetscReal dt, PetscReal eps)  in mcVal()  argument
178   return St * PetscExpReal((r - 0.5 * vol * vol) * dt + vol * PetscSqrtReal(dt) * eps);  in mcVal()