/src/main/java/net/finmath/equities/models/Black76Model.java
return sigma + nu * & ( 1.0 + 0.5 * nu * gamma) / ( 1.0 + nu * ( gamma + delta * nu / 6.0) ) ;
return sigma + nu * ( 1.0 + 0.5 * nu * gamma ) / ( 1.0 + nu * ( gamma + delta * nu / 6.0 ) ) ;
final double b2 = deriv[2]; final double b3 = deriv[3]; final double bmaxb0 = bMax - b0; final double nu = bmaxb0 * Math.log(bmaxb0 / (bMax - beta)) / b1; final double gamma = b2 + b1 / bmaxb0; final double delta = b3 + 3.0 * b1 * b2 / bmaxb0 + 2.0 * b1 * b1 / bmaxb0 / bmaxb0; <extra_id_0> }; impliedSdev = HouseholderStep.apply(impliedSdev); impliedSdev = HouseholderStep.apply(impliedSdev); } return impliedSdev / Math.sqrt(optionMaturity); }