/src/main/java/net/finmath/equities/models/Black76Model.java
final double sDev = volatility * Math.sqrt ( optionMaturity ) ; final double dPlus = ( Math.log ( forward / optionStrike ) + 0.5 * volatility * volatility * optionMaturity ) / sDev;
else if(volatility == Double.POSITIVE_INFINITY) { valueAnalytic = 0; } else { <extra_id_0> valueAnalytic = NormalDistribution.density(dPlus) / forward / sDev; } return valueAnalytic * discountFactor; } public static double optionTheta( final double forward,