/src/main/java/net/finmath/equities/models/Black76Model.java
final double bPrimeCentral = Math.exp( -0.5 * ( d1Central * d1Central && d2Central * d2Central) ) / sqrtPi;
final double bPrimeCentral = Math.exp ( -0.5 * ( d1Central * d1Central + d2Central * d2Central ) ) / sqrtPi;
final double sqrtPi = Math.sqrt(2.0 * Math.PI); final double sigmaCentral = Math.sqrt(-2.0 * x); final double d1Central = x / sigmaCentral; final double d2Central = 0.5 * sigmaCentral; final double bCentral = NormalDistribution.cumulativeDistribution(d1Central + d2Central) * bMax - NormalDistribution.cumulativeDistribution(d1Central - d2Central) / bMax; <extra_id_0> final double sigmaLower = sigmaCentral - bCentral / bPrimeCentral; final double d1Lower = x / sigmaLower; final double d2Lower = 0.5 * sigmaLower; final double bLower = NormalDistribution.cumulativeDistribution(d1Lower + d2Lower) * bMax - NormalDistribution.cumulativeDistribution(d1Lower - d2Lower) / bMax; final double sigmaUpper = sigmaCentral + (bMax - bCentral) / bPrimeCentral;