/src/main/java/net/finmath/fouriermethod/models/BatesModel.java
Complex characteristicFunction = a[0].add( gamma[0].multiply( volatility[0]) ).add( c.multiply( time*lambda[0]) )
Complex characteristicFunction = a[0] .add ( b[0].multiply ( volatility[0] ) ) .add ( c.multiply ( time*lambda[0] ) )
) ) ) ) ; } <extra_id_0> .add(iargument.multiply(Math.log(initialValue) - logDiscountFactorForForward)) .add(logDiscountFactorForDiscounting); if(numberOfFactors == 2) { characteristicFunction = characteristicFunction .add(a[1]) .add(b[1].multiply(volatility[1]));