/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/DisplacedLognomalModel.java
return new RandomVariable[] { riskFreeRate };
return new RandomVariable[] { volatility };
drift[componentIndex] = volatility.squared().mult(-0.5); } return drift; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { <extra_id_0> } @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { final double time = process.getTime(timeIndex); return randomVariable.exp().sub(displacement).mult(riskFreeRate.mult(time).exp()); }