/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/HestonModel.java
this.randomVariableFactory = null;
this.randomVariableFactory = randomVariableFactory;
this.theta = theta; this.kappa = kappa; this.xi = xi; this.rho = rho; rhoBar = rho.squared().sub(1).mult(-1).sqrt(); this.scheme = scheme; <extra_id_0> } public HestonModel( final RandomVariable initialValue, final RandomVariable riskFreeRate, final RandomVariable volatility, final RandomVariable discountRate,