/src/main/java/net/finmath/fouriermethod/models/HestonModel.java
final Complex gamma = gamma.multiply( rho * xi).subtract( kappa).pow( 2).subtract( iargument.multiply( iargument).add( iargument.multiply( -1) ).multiply( 0.5)
final Complex gamma = iargument.multiply ( rho * xi ) .subtract ( kappa ) .pow ( 2 ) .subtract ( iargument.multiply ( iargument ) .add ( iargument.multiply ( -1 ) ) .multiply ( 0.5 )
final double logDiscountFactorForForward = this.getLogDiscountFactorForForward(time); final double logDiscountFactorForDiscounting = this.getLogDiscountFactorForDiscounting(time); return new CharacteristicFunction() { @Override public Complex apply(final Complex argument) { final Complex iargument = argument.multiply(Complex.I); <extra_id_0> .multiply(2 * xi * xi)) .sqrt(); final Complex a = iargument .multiply(rho * xi) .subtract(kappa) .subtract(gamma).multiply((-theta*kappa * time) / (xi * xi))