/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalARMAGARCH.java
final double alpha = parameters[1];final double displacement = parameters[3];
final double displacement = parameters[3];
return h; } public double[] getSzenarios(final double[] parameters) { final double omega = parameters[0]; final double alpha = parameters[1]; final double beta = parameters[2]; <extra_id_0> final double theta = parameters[4]; final double mu = parameters[5]; final double[] szenarios = new double[timeSeries.getNumberOfTimePoints()-1]; final double volScaling = (1+Math.abs(displacement)); double evalPrev = 0.0; double h = omega / (1.0 - alpha - beta);