/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormalGJRGARCH.java
java.util.Arrays.toString( szenarios) ;
java.util.Arrays.sort ( szenarios ) ;
m = eval; szenarios[i-1] = m / vol / volScaling; h = (omega + (alpha + gamma * (m < mu ? 1.0 : 0.0)) * m * m) + beta * h; vol = Math.sqrt(h) / volScaling; evalPrev = eval; } <extra_id_0> return szenarios; } @Override public Map<String, Object> getBestParameters() { return getBestParameters(null); }