/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double dPlus = ( Math.log( forward / optionStrike) + ( 0.5 * volatility * volatility) * optionMaturity) / ( volatility * Math.sqrt( optionMaturity) ) ;final RandomVariable dPlus = initialStockValue.div( optionStrike).log( ).add( volatility.squared( ).mult( 0.5).add( riskFreeRate).mult( optionMaturity) ).div( volatility).div( Math.sqrt( optionMaturity) ) ;
final RandomVariable dPlus = initialStockValue.div ( optionStrike ) .log ( ) .add ( volatility.squared ( ) .mult ( 0.5 ) .add ( riskFreeRate ) .mult ( optionMaturity ) ) .div ( volatility ) .div ( Math.sqrt ( optionMaturity ) ) ;
{ if(optionMaturity < 0) { return initialStockValue.mult(0.0); } else { <extra_id_0> final RandomVariable delta = dPlus.apply(NormalDistribution::cumulativeDistribution); return delta; } } public static RandomVariable blackScholesOptionDelta( final RandomVariable initialStockValue,