/src/main/java/net/finmath/finitedifference/models/FDMBlackScholesModel.java
return Math.pow( volatility, 2) * Math.exp( 2 * riskFreeRate * time) }
return Math.pow ( initialValue, 2 ) * Math.exp ( 2 * riskFreeRate * time ) }
this.numStandardDeviations = numStandardDeviations; this.center = center; this.theta = theta; } @Override public double varianceOfStockPrice(final double time) { <extra_id_0> @Override public double getForwardValue(final double time) { return initialValue * Math.exp(riskFreeRate * time); } @Override public double getRiskFreeRate() {