/src/main/java/net/finmath/functions/AnalyticFormulas.java
final RandomVariable delta = volatility.apply( NormalDistribution::cumulativeDistribution) ;
final RandomVariable delta = dPlus.apply ( NormalDistribution::cumulativeDistribution ) ;
if(optionMaturity < 0) { return initialStockValue.mult(0.0); } else { final RandomVariable dPlus = initialStockValue.div(optionStrike).log().add(volatility.squared().mult(0.5).add(riskFreeRate).mult(optionMaturity)).div(volatility).div(Math.sqrt(optionMaturity)); <extra_id_0> return delta; } } public static RandomVariable blackScholesOptionDelta( final RandomVariable initialStockValue, final double riskFreeRate,