/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionRhoLikelihood.java
final double sigma = blackScholesModel.getModel( ).getVolatility( ).doubleValue( ) ; final double r = blackScholesModel.getModel( ).getRiskFreeRate( ).doubleValue( ) ;
final double r = blackScholesModel.getModel ( ) .getRiskFreeRate ( ) .doubleValue ( ) ; final double sigma = blackScholesModel.getModel ( ) .getVolatility ( ) .doubleValue ( ) ;
for(int path=0; path<model.getNumberOfPaths(); path++) { if(underlyingAtMaturity.get(path) > strike) { final double T = maturity; final double S0 = underlyingAtToday.get(path); <extra_id_0> final double ST = underlyingAtMaturity.get(path); final double x = 1.0 / (sigma * Math.sqrt(T)) * (Math.log(ST) - (r * T - 0.5 * sigma*sigma * T + Math.log(S0))); double lr; if(isLikelihoodByFiniteDifference) { final double h = 1E-6; final double x1 = 1.0 / (sigma * Math.sqrt(T)) * (Math.log(ST) - (r * T - 0.5 * sigma*sigma * T + Math.log(S0)));