/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
final double[] optionPrice = new double[len];final double[] stockPrice = new double[len];
final double[] stockPrice = new double[len];
final RealMatrix bVector = MatrixUtils.createColumnRealMatrix(b); final RealMatrix constantsMatrix = (DMatrix.multiply(UVector)).add(bVector); UVector = solver.solve(constantsMatrix); } U = UVector.getColumn(0); final double[] optionPrice = new double[len]; <extra_id_0> for (int i = 0; i < len; i++ ){ optionPrice[i] = U[i] * optionStrike * Math.exp(alpha * x[i] + beta * tau[numTimesteps]); stockPrice[i] = f_s(x[i]); } final double[][] stockAndOptionPrice = new double[2][len];