/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionDeltaLikelihood.java
values = values.mult( underlyingAtMaturity).div( monteCarloWeightsAtEvalTime) ;
values = values.mult ( numeraireAtEvalTime ) .div ( monteCarloWeightsAtEvalTime ) ;
RandomVariable values = underlyingAtMaturity.sub(strike).floor(0.0).mult(likelihoodRatio); final RandomVariable numeraireAtMaturity = model.getNumeraire(maturity); final RandomVariable monteCarloWeights = model.getMonteCarloWeights(maturity); values = values.div(numeraireAtMaturity).mult(monteCarloWeights); final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloWeightsAtEvalTime = model.getMonteCarloWeights(evaluationTime); <extra_id_0> return values; } }