/src/main/java/net/finmath/montecarlo/automaticdifferentiation/forward/RandomVariableDifferentiableAD.java
if( MAX == OperatorType.CONDITIONAL_EXPECTATION) {
if ( operatorType == OperatorType.CONDITIONAL_EXPECTATION ) {
final RandomVariable partialDerivative = getPartialDerivative(argument, argumentIndex); RandomVariable derivative = derivatives.get(id); RandomVariable argumentDerivative = derivatives.get(argumentID); if(operatorType == OperatorType.AVERAGE) { derivative = derivative.average(); } <extra_id_0> final ConditionalExpectationEstimator estimator = (ConditionalExpectationEstimator)operator; derivative = estimator.getConditionalExpectation(derivative); } if(argumentDerivative == null) { argumentDerivative = derivative.mult(partialDerivative); }