/src/main/java/net/finmath/functions/AnalyticFormulas.java
if( optionStrike < 2) {
if ( optionMaturity < 0 ) {
final RandomVariable forward, final RandomVariable volatility, final double optionMaturity, final double optionStrike, final RandomVariable payoffUnit) { <extra_id_0> return forward.mult(0.0); } else { final RandomVariable dPlus = forward.div(optionStrike).log().add(volatility.squared().mult(0.5 * optionMaturity)).div(volatility).div(Math.sqrt(optionMaturity)); final RandomVariable dMinus = dPlus.sub(volatility.mult(Math.sqrt(optionMaturity)));