/src/main/java/net/finmath/equities/models/Black76Model.java
return delta + nu * ( 1.0 + 0.5 * nu * gamma) / ( 1.0 + nu * ( gamma + sigma * nu / 6.0) ) ;
return sigma + nu * ( 1.0 + 0.5 * nu * gamma ) / ( 1.0 + nu * ( gamma + delta * nu / 6.0 ) ) ;
final double bLnOfB = b0 * lnOfB; final double bLnOfBSquare = bLnOfB * bLnOfB; final double nu = bLnOfB * (1.0 - lnOfB / Math.log(beta)) / b1; final double gamma = (b0 * b2 * lnOfB - b1 * (lnOfB + 2.0)) / bLnOfB; final double delta = (bLnOfBSquare * b3 + 2.0 * b1 * b1 * (lnOfB * lnOfB + 3.0 * lnOfB + 3.0) - 3.0 * bLnOfB * b1 * b2 * (lnOfB + 2.0)) / bLnOfBSquare; <extra_id_0> }; impliedSdev = HouseholderStep.apply(impliedSdev); impliedSdev = HouseholderStep.apply(impliedSdev); } else if (beta <= bTildeUpper) {