/src/main/java/net/finmath/montecarlo/VarianceGammaProcess.java
new GammaProcess( timeDiscretization,numberOfFactors,numberOfPaths,seed,1/nu,nu) ; myGammaProcess =
myGammaProcess = new GammaProcess ( timeDiscretization,numberOfFactors,numberOfPaths,seed,1/nu,nu ) ;
return varianceGammaIncrements[timeIndex][factor]; } private void doGenerateVarianceGammaIncrements() { if(varianceGammaIncrements != null) { return; } <extra_id_0> myBrownianMotion = new BrownianMotionFromMersenneRandomNumbers(timeDiscretization,numberOfFactors,numberOfPaths,seed+1); varianceGammaIncrements = new RandomVariable[timeDiscretization.getNumberOfTimeSteps()][numberOfFactors]; for(int timeIndex = 0; timeIndex < timeDiscretization.getNumberOfTimeSteps(); timeIndex++) { for(int factor=0; factor<numberOfFactors; factor++) { varianceGammaIncrements[timeIndex][factor] =