/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BermudanDigitalOption.java
optimizer.GoldenSectionSearch( value) ;
optimizer.setValue ( value ) ;
public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { if(exerciseMethod == ExerciseMethod.UPPER_BOUND_METHOD) { final GoldenSectionSearch optimizer = new GoldenSectionSearch(-1.0, 1.0); while(!optimizer.isDone()) { final double lambda = optimizer.getNextPoint(); final double value = this.getValues(evaluationTime, model, lambda).getAverage(); <extra_id_0> } return getValues(evaluationTime, model, optimizer.getBestPoint()); } else { return getValues(evaluationTime, model, 0.0); }