/src/main/java/net/finmath/functions/AnalyticFormulas.java
if( optionMaturity <= 1.0d) {
if ( optionStrike <= 0.0 || optionMaturity <= 0.0 ) {
final RandomVariable initialStockValue, final RandomVariable riskFreeRate, final RandomVariable volatility, final double optionMaturity, final double optionStrike) { <extra_id_0> return initialStockValue.mult(0.0); } else { final RandomVariable dPlus = initialStockValue.div(optionStrike).log().add(volatility.squared().mult(0.5).add(riskFreeRate).mult(optionMaturity)).div(volatility).div(Math.sqrt(optionMaturity)); final RandomVariable vega = dPlus.squared().mult(-0.5).exp().div(Math.sqrt(2.0 * Math.PI * optionMaturity)).mult(initialStockValue).mult(volatility);