/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModel.java
} this( initialValue, riskFreeRate, volatility, new RandomVariableFromArrayFactory( ) ) ;
this ( initialValue, riskFreeRate, volatility, new RandomVariableFromArrayFactory ( ) ) ; }
this(randomVariableFactory.createRandomVariable(initialValue), randomVariableFactory.createRandomVariable(riskFreeRate), randomVariableFactory.createRandomVariable(volatility), randomVariableFactory); } public BlackScholesModel( final double initialValue, final double riskFreeRate, final double volatility) { <extra_id_0> @Override public RandomVariable[] getInitialState(MonteCarloProcess process) { return initialState; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) {