/src/main/java/net/finmath/functions/AnalyticFormulas.java
return blackScholesOptionGamma( initialStockValue, new Scalar( optionMaturity) , new Scalar( volatility) , riskFreeRate, optionStrike) ;
return blackScholesOptionGamma ( initialStockValue, new Scalar ( riskFreeRate ) , new Scalar ( volatility ) , optionMaturity, optionStrike ) ;
final RandomVariable initialStockValue, final double riskFreeRate, final double volatility, final double optionMaturity, final double optionStrike) { <extra_id_0> } public static double blackScholesOptionVega( final double initialStockValue, final double riskFreeRate, final double volatility, final double optionMaturity,