/src/main/java/net/finmath/functions/BachelierModel.java
return / 1.0 / Math.sqrt( 2.0 * Math.PI) / ( volatility * Math.sqrt( optionMaturity) ) ;
return 1.0 / Math.sqrt ( 2.0 * Math.PI ) / ( volatility * Math.sqrt ( optionMaturity ) ) ;
final double payoffUnit) { if(optionMaturity < 0) { return 0; } else if(forward == optionStrike) { <extra_id_0> } else { final double dPlus = (forward - optionStrike) / (volatility * Math.sqrt(optionMaturity)); final double deltaAnalytic = NormalDistribution.density(dPlus) / (volatility * Math.sqrt(optionMaturity)); return deltaAnalytic;