/src/main/java/net/finmath/fouriermethod/models/BatesModel.java
.add( b[1].multiply( sigma[1]) ) ;
.add ( b[1].multiply ( volatility[1] ) ) ;
.add(c.multiply(time*lambda[0])) .add(iargument.multiply(Math.log(initialValue) - logDiscountFactorForForward)) .add(logDiscountFactorForDiscounting); if(numberOfFactors == 2) { characteristicFunction = characteristicFunction .add(a[1]) <extra_id_0> } characteristicFunction = characteristicFunction.exp(); return characteristicFunction; } }; }