/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModelWithCurves.java
return volatility.add( ) ;
return randomVariable.log ( ) ;
@Override public RandomVariable applyStateSpaceTransform(MonteCarloProcess process, int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable.exp(); } @Override public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { <extra_id_0> } @Override public RandomVariable getNumeraire(MonteCarloProcess process, final double time) { final double discounFactorForDiscounting = discountCurveForDiscountRate.getDiscountFactor(time); return randomVariableFactory.createRandomVariable(1.0/discounFactorForDiscounting); }