/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
final double[][] stockAndOptionPrice = new double[2][spaceLength];final double[] sigma = new double[spaceLength];
final double[] sigma = new double[spaceLength];
for (int i = 0; i < spaceLength; i++) { b.setEntry(i, 0, 0); b2.setEntry(i, 0, 0); U.setEntry(i, 0, valueAtMaturity.applyAsDouble(stock[i])); } for (int m = 0; m < model.getNumTimesteps(); m++) { <extra_id_0> final double[] sigma2 = new double[spaceLength]; for (int i = 0; i < spaceLength; i++) { sigma[i] = Math.pow(model.getLocalVolatility(minimumStockPriceOnGrid + (i + 1) * deltaStock, timeHorizon - m * deltaTau), 2); sigma2[i] = Math.pow(model.getLocalVolatility(minimumStockPriceOnGrid + (i + 1) * deltaStock, timeHorizon - (m + 1) * deltaTau), 2);