/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double dPlus = ( forward - optionStrike) / ( volatility * Math.sqrt( optionMaturity) ) ;final double dMinus = dPlus - volatility * Math.sqrt( optionMaturity) ;
final double dMinus = dPlus - volatility * Math.sqrt ( optionMaturity ) ;
{ return 0.0; } else { final double dPlus = (Math.log(initialStockValue / optionStrike) + (riskFreeRate + 0.5 * volatility * volatility) * optionMaturity) / (volatility * Math.sqrt(optionMaturity)); <extra_id_0> final double delta = Math.exp(-riskFreeRate * optionMaturity) * Math.exp(-0.5*dMinus*dMinus) / (Math.sqrt(2.0 * Math.PI * optionMaturity) * initialStockValue * volatility); return delta; } } public static double blackScholesDigitalOptionVega( final double initialStockValue,