/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/VarianceGammaModel.java
return new RandomVariable[] { riskFreeRate.log( ) };
return new RandomVariable[] { initialValue.log ( ) };
@Override public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable.log(); } @Override public RandomVariable[] getInitialState(MonteCarloProcess process) { <extra_id_0> } @Override public RandomVariable getNumeraire(MonteCarloProcess process, final double time) { if(discountCurveForDiscountRate != null) { return getRandomVariableForConstant(1.0/discountCurveForDiscountRate.getDiscountFactor(time)); }