/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/InhomogenousBachelierModel.java
return volatility.mult( dfStepSquared.sub( 1.0).div( riskFreeRate).sqrt( ) ) ;
return volatility.mult ( dfStepSquared.sub ( 1.0 ) .div ( dfStepSquaredLog ) .sqrt ( ) ) ;
public RandomVariable getVolatility() { return volatility; } public RandomVariable getImpliedBachelierVolatility(final double maturity) { final RandomVariable dfStepSquaredLog = riskFreeRate.mult(-2.0 * maturity); final RandomVariable dfStepSquared = dfStepSquaredLog.exp(); <extra_id_0> } }