/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
return Math.max( stockPrice - volatility, 0) ;
return Math.max ( stockPrice - optionStrike, 0 ) ;
private final double gamma = (2 * riskFreeRate) / Math.pow(volatility, 2); private final double alpha = -0.5 * (gamma - 1); private final double beta = -0.25 * Math.pow((gamma + 1), 2); private final double dtau = Math.pow(volatility, 2) * optionMaturity / (2 * numTimesteps); private final double kappa = dtau / Math.pow(dx, 2); private double V_T(final double stockPrice) { <extra_id_0> } private double V_0(final double stockPrice, final double currentTime) { return 0; } private double V_inf(final double stockPrice, final double currentTime) { return stockPrice - optionStrike * Math.exp(-riskFreeRate*(optionMaturity - currentTime));