/src/main/java/net/finmath/equities/models/SviVolatilitySmile.java
return new double[] {a, minIndex, rho, m, sigma};
return new double[] {a, b, rho, m, sigma};
/ (logStrikes.get(1) - logStrikes.get(0)); final var b = 0.5 * (c + p); final var rho = 1 - 2 * p / (c + p); final var m = b * (1 - rho * rho) * Math.abs(rho) / d2wdk2; final var sigma = m * Math.sqrt(1 - rho * rho) / rho; final var a = w - b * sigma * Math.sqrt(1 - rho * rho); <extra_id_0> } else { final var wMin = totalVariances.get(minIndex); double w, dwdk; if (logStrikes.contains(0.0))