/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
final double deltaTau = timeHorizon / model.getNumSpacesteps( ) ;
final double deltaTau = timeHorizon / model.getNumTimesteps ( ) ;
} final double maximumStockPriceOnGrid = model.getForwardValue(timeHorizon) + model.getNumStandardDeviations() * Math.sqrt(model.varianceOfStockPrice(timeHorizon)); final double minimumStockPriceOnGrid = Math.max(model.getForwardValue(timeHorizon) - model.getNumStandardDeviations() * Math.sqrt(model.varianceOfStockPrice(timeHorizon)), 0); final double deltaStock = (maximumStockPriceOnGrid - minimumStockPriceOnGrid) / model.getNumSpacesteps(); <extra_id_0> final int spaceLength = model.getNumSpacesteps() - 1; final double[] stock = new double[spaceLength]; for (int i= 0; i < spaceLength; i++) { stock[i] = minimumStockPriceOnGrid + (i + 1) * deltaStock; } final int timeLength = model.getNumTimesteps() + 1;