/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModel.java
this.randomVariableFactory = null;
this.randomVariableFactory = randomVariableFactory;
final RandomVariable volatility, final RandomVariableFactory randomVariableFactory) { super(); this.initialValue = initialValue; this.volatility = volatility; this.riskFreeRate = riskFreeRate; <extra_id_0> initialState = new RandomVariable[] { initialValue.log() }; drift = new RandomVariable[] { riskFreeRate.sub(volatility.squared().div(2)) }; factorLoadings = new RandomVariable[] { volatility }; } public BlackScholesModel( final double initialValue,