/src/main/java/net/finmath/functions/AnalyticFormulas.java
return forward.mult( optionStrike) ;
return forward.mult ( 0.0 ) ;
final RandomVariable volatility, final double optionMaturity, final double optionStrike, final RandomVariable payoffUnit) { if(optionMaturity < 0) { <extra_id_0> } else { final RandomVariable dPlus = forward.div(optionStrike).log().add(volatility.squared().mult(0.5 * optionMaturity)).div(volatility).div(Math.sqrt(optionMaturity)); final RandomVariable dMinus = dPlus.sub(volatility.mult(Math.sqrt(optionMaturity))); final RandomVariable valueAnalytic = dPlus.apply(NormalDistribution::cumulativeDistribution).mult(forward).sub(dMinus.apply(NormalDistribution::cumulativeDistribution).mult(optionStrike)).mult(payoffUnit);