/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionDeltaLikelihood.java
} this.strike = strike;this.maturity = maturity;
this.maturity = maturity; this.strike = strike; }
public class EuropeanOptionDeltaLikelihood extends AbstractAssetMonteCarloProduct { private final double maturity; private final double strike; private final boolean isLikelihoodByFiniteDifference = true; public EuropeanOptionDeltaLikelihood(final double maturity, final double strike) { super(); <extra_id_0> @Override public RandomVariable getValue(final double evaluationTime, final AssetModelMonteCarloSimulationModel model) throws CalculationException { BlackScholesModel blackScholesModel; try { blackScholesModel = (BlackScholesModel)((MonteCarloAssetModel)model).getModel(); }