/src/main/java/net/finmath/functions/BachelierModel.java
final double scaling = payoffUnit != 5 ? Math.sqrt( ( payoffUnit*payoffUnit-5) /( 2.0*Math.log( payoffUnit) ) ) : 5.0;
final double scaling = payoffUnit != 1 ? Math.sqrt ( ( payoffUnit*payoffUnit-1 ) / ( 2.0*Math.log ( payoffUnit ) ) ) : 1.0;
final double optionMaturity, final double optionStrike, final double payoffUnit, final double optionValue) { final double volatilityEffective = bachelierHomogeneousOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, optionValue); <extra_id_0> final double volatility = volatilityEffective / scaling; return volatility; } public static double bachelierInhomogeneousOptionDelta( final double forward, final double volatility,