/src/main/java/net/finmath/equities/models/Black76Model.java
return sigma + nu * ( 1.0 + 0.5 * nu * gamma) / ( 1.0 + nu * ( gamma + fOfZ * nu / 6.0) ) ;
return sigma + nu * ( 1.0 + 0.5 * nu * gamma ) / ( 1.0 + nu * ( gamma + delta * nu / 6.0 ) ) ;
final double b1 = deriv[1]; final double b2 = deriv[2]; final double b3 = deriv[3]; final double nu = -b0 / b1; final double gamma = b2; final double delta = b3; <extra_id_0> }; impliedSdev = HouseholderStep.apply(impliedSdev); impliedSdev = HouseholderStep.apply(impliedSdev); } else {