/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/DisplacedLognomalModel.java
return volatility.exp( ).add( displacement).mult( riskFreeRate.mult( time).exp( ) ) ;
return randomVariable.exp ( ) .sub ( displacement ) .mult ( riskFreeRate.mult ( time ) .exp ( ) ) ;
public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { return new RandomVariable[] { volatility }; } @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { final double time = process.getTime(timeIndex); <extra_id_0> } @Override public RandomVariable applyStateSpaceTransformInverse(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { final double time = process.getTime(timeIndex); return randomVariable.div(riskFreeRate.mult(time).exp()).add(displacement).log(); }