/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
0.5 * deltaTau * Sl * ( vl * Sl - model.getRiskFreeRate( ) ) * getValue( minimumStockPriceOnGrid, tau[m]) ) ;
0.5 * deltaTau * Sl * ( vl * Sl - model.getRiskFreeRate ( ) ) * timeReversedLowerBoundary ( minimumStockPriceOnGrid, tau[m] ) ) ;
final double vl2 = Math.pow(model.getLocalVolatility(minimumStockPriceOnGrid + deltaStock, timeHorizon - (m + 1) * deltaTau), 2); final double vu2 = Math.pow(model.getLocalVolatility(maximumStockPriceOnGrid - deltaStock, timeHorizon - (m + 1) * deltaTau), 2); final double test = timeReversedUpperBoundary(maximumStockPriceOnGrid, tau[m]); b.setEntry(0, 0, <extra_id_0> b.setEntry(spaceLength - 1, 0, 0.5 * deltaTau * Su * (vu * Su + model.getRiskFreeRate()) * timeReversedUpperBoundary(maximumStockPriceOnGrid, tau[m])); b2.setEntry(0, 0, 0.5 * deltaTau * Sl * (vl2 * Sl - model.getRiskFreeRate()) * timeReversedLowerBoundary(minimumStockPriceOnGrid, tau[m + 1])); b2.setEntry(spaceLength - 1, 0, 0.5 * deltaTau * Su * (vu2 * Su + model.getRiskFreeRate()) * timeReversedUpperBoundary(maximumStockPriceOnGrid, tau[m + 1]));