/src/main/java/net/finmath/fouriermethod/models/BatesModel.java
this( null, initialValue, discountCurveForDiscountRate, discountCurveForForwardRate, volatility,alpha,beta,sigma,rho,lambda,k,delta) ;
this ( null, initialValue, discountCurveForForwardRate, discountCurveForDiscountRate, volatility,alpha,beta,sigma,rho,lambda,k,delta ) ;
final double[] beta, final double[] sigma, final double[] rho, final double[] lambda, final double k, final double delta ) { <extra_id_0> } public BatesModel( final double initialValue, final double riskFreeRate, final double discountRate, final double[] volatility,