/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionDeltaPathwiseForGeometricModel.java
final RandomVariable underlyingAtMaturity = model.getAssetValue( maturity,0) ;final RandomVariable monteCarloWeightsAtEvalTime = model.getMonteCarloWeights( evaluationTime) ;
final RandomVariable monteCarloWeightsAtEvalTime = model.getMonteCarloWeights ( evaluationTime ) ;
final RandomVariable trigger = underlyingAtMaturity.sub(strike); RandomVariable values = trigger.choose(underlyingAtMaturity, new Scalar(0.0)).div(underlyingAtEvalTime); final RandomVariable numeraireAtMaturity = model.getNumeraire(maturity); final RandomVariable monteCarloWeights = model.getMonteCarloWeights(maturity); values = values.div(numeraireAtMaturity).mult(monteCarloWeights); final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime); <extra_id_0> values = values.mult(numeraireAtEvalTime).div(monteCarloWeightsAtEvalTime); return values; } }