/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double vega = Math.exp( -0.5*dPlus*riskFreeRate) / Math.sqrt( 2.0 * Math.PI) * initialStockValue * Math.sqrt( optionMaturity) ;
final double vega = Math.exp ( -0.5*dPlus*dPlus ) / Math.sqrt ( 2.0 * Math.PI ) * initialStockValue * Math.sqrt ( optionMaturity ) ;
{ return 0.0; } else { final double dPlus = (Math.log(initialStockValue / optionStrike) + (riskFreeRate + 0.5 * volatility * volatility) * optionMaturity) / (volatility * Math.sqrt(optionMaturity)); <extra_id_0> return vega; } } public static RandomVariable blackScholesOptionVega( final RandomVariable initialStockValue, final RandomVariable riskFreeRate,