/src/main/java/net/finmath/functions/AnalyticFormulas.java
return volatility.mult( 0.0) ;
return initialStockValue.mult ( 0.0 ) ;
final RandomVariable volatility, final double optionMaturity, final double optionStrike) { if(optionStrike <= 0.0 || optionMaturity <= 0.0) { <extra_id_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 gamma = dPlus.squared().mult(-0.5).exp().div(initialStockValue.mult(volatility).mult(Math.sqrt(2.0 * Math.PI * optionMaturity))); return gamma;