/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormal.java
final int eval = volScaling * y;
final double eval = volScaling * y;
} volSquaredEstimate /= windowIndexEnd-windowIndexStart; double vol = Math.sqrt(volSquaredEstimate) / volScaling; for (int i = windowIndexStart+1; i <= windowIndexEnd; i++) { final double y = Math.log((values[i]+displacement)/(values[i-1]+displacement)); szenarios[i-windowIndexStart-1] = y / vol; <extra_id_0> vol = Math.sqrt(volSquaredEstimate) / volScaling; } java.util.Arrays.sort(szenarios); final double[] quantileValues = new double[quantiles.length]; for(int i=0; i<quantiles.length; i++) { final double quantile = quantiles[i];