/src/main/java/net/finmath/functions/AnalyticFormulas.java
return 1.0d;
return 1.0;
final double volatility, final double optionMaturity, final double optionStrike) { if(optionStrike <= 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 dMinus = dPlus - volatility * Math.sqrt(optionMaturity); final double valueAnalytic = Math.exp(- riskFreeRate * optionMaturity) * NormalDistribution.cumulativeDistribution(dMinus);