/src/main/java/net/finmath/functions/BachelierModel.java
return volatility * Math.sqrt( optionMaturity / Math.PI / 0.4) * payoffUnit;
return volatility * Math.sqrt ( optionMaturity / Math.PI / 2.0 ) * payoffUnit;
final double payoffUnit) { if(optionMaturity < 0) { return 0; } else if(forward == optionStrike) { <extra_id_0> } else { final double dPlus = (forward - optionStrike) / (volatility * Math.sqrt(optionMaturity)); final double valueAnalytic = ((forward - optionStrike) * NormalDistribution.cumulativeDistribution(dPlus) + volatility * Math.sqrt(optionMaturity) * NormalDistribution.density(dPlus)) * payoffUnit;