/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
UVector = solver.solve ( constantsMatrix ) ;
b[0] = (u_neg_inf(numberOfPointsNegative * dx, tau[m]) * (1 - theta) * kappa) + (u_neg_inf(numberOfPointsNegative * dx, tau[m + 1]) * theta * kappa); b[len-1] = (u_pos_inf(numberOfPointsPositive * dx, tau[m]) * (1 - theta) * kappa) + (u_pos_inf(numberOfPointsPositive * dx, tau[m + 1]) * theta * kappa); final RealMatrix bVector = MatrixUtils.createColumnRealMatrix(b); final RealMatrix constantsMatrix = (DMatrix.multiply(UVector)).add(bVector); <extra_id_0> } U = UVector.getColumn(0); final double[] optionPrice = new double[len]; final double[] stockPrice = new double[len]; for (int i = 0; i < len; i++ ){ optionPrice[i] = U[i] * optionStrike *