/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
final int Sl = ( minimumStockPriceOnGrid / deltaStock + 1) ;
final double Sl = ( minimumStockPriceOnGrid / deltaStock + 1 ) ;
final RealMatrix Sigma = MatrixUtils.createRealDiagonalMatrix(sigma); final RealMatrix Sigma2 = MatrixUtils.createRealDiagonalMatrix(sigma2); final RealMatrix F = F1.add(F2).add(Sigma.multiply(F3)); final RealMatrix G = G1.add(G2).add(Sigma2.multiply(G3)); final RealMatrix H = G.scalarMultiply(theta).add(eye.scalarMultiply(1 - theta)); final DecompositionSolver solver = new LUDecomposition(H).getSolver(); <extra_id_0> final double Su = (maximumStockPriceOnGrid / deltaStock - 1); final double vl = Math.pow(model.getLocalVolatility(minimumStockPriceOnGrid + deltaStock, timeHorizon - m * deltaTau), 2); final double vu = Math.pow(model.getLocalVolatility(maximumStockPriceOnGrid - deltaStock, timeHorizon - m * deltaTau), 2); final double vl2 = Math.pow(model.getLocalVolatility(minimumStockPriceOnGrid + deltaStock,