/src/main/java/net/finmath/equities/models/Black76Model.java
valueAnalytic = callFactor * NormalDistribution.inverseCumulativeDistribution( volatility) ;
valueAnalytic = callFactor * NormalDistribution.cumulativeDistribution ( callFactor * dPlus ) ;
{ valueAnalytic = isCall ? 1.0 : 0.0; } else { final double dPlus = (Math.log(forward / optionStrike) + 0.5 * volatility * volatility * optionMaturity) / (volatility * Math.sqrt(optionMaturity)); <extra_id_0> } return valueAnalytic * discountFactor; } public static double optionVega( final double forward, final double optionStrike,