/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionWithBoundary.java
boundaryLocal = spot*Math.exp( riskFreeRate*fromTimeNext + boundary / 0.25 * Math.sqrt( fromTimeNext) ) ;
boundaryLocal = spot*Math.exp ( riskFreeRate*fromTimeNext + boundary * 0.25 * Math.sqrt ( fromTimeNext ) ) ;
final MonteCarloBlackScholesModel modelBlackScholes = (MonteCarloBlackScholesModel)model; final double spot = modelBlackScholes.getModel().getInitialState(modelBlackScholes.getProcess())[0].doubleValue(); final double riskFreeRate = modelBlackScholes.getModel().getRiskFreeRate().doubleValue(); final double volatility = modelBlackScholes.getModel().getVolatility().doubleValue(); double boundaryLocal = spot*Math.exp(riskFreeRate*maturity + boundary * 0.25 * Math.sqrt(maturity)); if(isBoundaryTimeDep) { <extra_id_0> } final RandomVariable underlying = model.getAssetValue(fromTime,0); final double optionMaturity = fromTimeNext-fromTime; final double optionStrike = boundaryLocal; final double[] boundaryAdjustmentValues = new double[underlying.size()]; double c = 0;