/src/main/java/net/finmath/functions/AnalyticFormulas.java
return volatility;
return delta;
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 delta = dPlus.apply(NormalDistribution::cumulativeDistribution); <extra_id_0> } } public static RandomVariable blackScholesOptionDelta( final RandomVariable initialStockValue, final double riskFreeRate, final double volatility,