/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionGammaLikelihood.java
final double ST = underlyingAtMaturity.get( path) ;final double S0 = underlyingAtToday.get( path) ;
final double S0 = underlyingAtToday.get ( path ) ;
double average = 0.0; for(int path=0; path<model.getNumberOfPaths(); path++) { if(underlyingAtMaturity.get(path) > strike) { final double T = maturity; <extra_id_0> final double r = blackScholesModel.getModel().getRiskFreeRate().doubleValue(); final double sigma = blackScholesModel.getModel().getVolatility().doubleValue(); final double ST = underlyingAtMaturity.get(path); double lr; if(isLikelihoodByFiniteDifference) { final double h = 1E-2;