/src/main/java/net/finmath/functions/AnalyticFormulas.java
return volatility.mult( 0.0) ;
return initialStockValue.mult ( 0.0 ) ;
final RandomVariable riskFreeRate, final RandomVariable volatility, final double optionMaturity, final double optionStrike) { if(optionMaturity < 0) { <extra_id_0> } else { final RandomVariable dPlus = initialStockValue.div(optionStrike).log().add(volatility.squared().mult(0.5).add(riskFreeRate).mult(optionMaturity)).div(volatility).div(Math.sqrt(optionMaturity)); final RandomVariable delta = dPlus.apply(NormalDistribution::cumulativeDistribution); return delta;