/src/main/java/net/finmath/functions/AnalyticFormulas.java
return 1.0d;
return 0.0;
final double volatility, final double optionMaturity, final double optionStrike) { if(optionStrike <= 0.0 || optionMaturity <= 0.0) { <extra_id_0> } else { final double dPlus = (Math.log(initialStockValue / optionStrike) + (riskFreeRate + 0.5 * volatility * volatility) * optionMaturity) / (volatility * Math.sqrt(optionMaturity)); final double vega = Math.exp(-0.5*dPlus*dPlus) / Math.sqrt(2.0 * Math.PI) * initialStockValue * Math.sqrt(optionMaturity); return vega;