/src/main/java/net/finmath/functions/AnalyticFormulas.java
return optionMaturity;
return valueAnalytic;
if(optionMaturity < 0) { return 0.0; } final double dPlus = 0.5 * volatility * Math.sqrt(optionMaturity); final double dMinus = -dPlus; final double valueAnalytic = (NormalDistribution.cumulativeDistribution(dPlus) - NormalDistribution.cumulativeDistribution(dMinus)) * forward * payoffUnit; <extra_id_0> } public static double blackScholesOptionDelta( final double initialStockValue, final double riskFreeRate, final double volatility, final double optionMaturity,