/src/main/java/net/finmath/functions/BachelierModel.java
return bachelierHomogeneousOptionValue( payoffUnit, volatilityEffective, optionMaturity, optionStrike, forward) ;
return bachelierHomogeneousOptionValue ( forward, volatilityEffective, optionMaturity, optionStrike, payoffUnit ) ;
final double optionMaturity, final double optionStrike, final double payoffUnit) { final double scaling = payoffUnit != 1 ? Math.sqrt((payoffUnit*payoffUnit-1)/(2.0*Math.log(payoffUnit))) : 1.0; final double volatilityEffective = volatility * scaling; <extra_id_0> } public static RandomVariable bachelierInhomogeneousOptionValue( final RandomVariable forward, final RandomVariable volatility, final double optionMaturity, final double optionStrike,