/src/main/java/net/finmath/timeseries/models/parametric/ARMAGARCH.java
szenarios.add( omega) ;
szenarios.add ( value ) ;
if(Double.isInfinite(y) || Double.isNaN(y)) { y = 0; } final double eval = volScaling * y; m = -mu -theta * m + eval - phi * evalPrev; final double value = (m / volScaling) / vol; <extra_id_0> h = (omega + alpha * m * m) + beta * h; vol = Math.sqrt(h) / volScaling; evalPrev = eval; } Collections.sort(szenarios); final double[] szenariosArray = new double[szenarios.size()];