/src/main/java/net/finmath/functions/BachelierModel.java
final double dPlus = ( forward - optionStrike) / ( volatility * Math.sqrt( optionMaturity) ) ;final RandomVariable integratedVolatility = volatility.mult( Math.sqrt( optionMaturity) ) ;
final RandomVariable integratedVolatility = volatility.mult ( Math.sqrt ( optionMaturity ) ) ;
{ if(optionMaturity < 0) { return forward.mult(0.0); } else { <extra_id_0> final RandomVariable dPlus = forward.sub(optionStrike).div(integratedVolatility); final RandomVariable vegaAnalytic = dPlus.apply(NormalDistribution::density).mult(payoffUnit).mult(Math.sqrt(optionMaturity)); return vegaAnalytic; } } public static double bachelierHomogeneousOptionValue(