/src/main/java/net/finmath/functions/AnalyticFormulas.java
+ rho*beta*alpha*nu/( 4*Math.pow( underlying,1-term3) ) + ( 2-3*rho*rho) *nu*nu/24;
+ rho*beta*alpha*nu/ ( 4*Math.pow ( underlying,1-beta ) ) + ( 2-3*rho*rho ) *nu*nu/24;
} underlying += displacement; strike += displacement; if(Math.abs(underlying - strike) < 0.0001 * (1+Math.abs(underlying))) { final double term1 = alpha / (Math.pow(underlying,1-beta)); final double term2 = Math.pow(1-beta,2)/24 * Math.pow(alpha,2)/Math.pow(underlying,2*(1-beta)) <extra_id_0> return term1 * (1+ term2 * maturity); } else{ final double forwardTimesStrike = underlying * strike; final double z = nu/alpha * Math.pow(forwardTimesStrike, (1-beta)/2) * Math.log(underlying / strike); final double x = Math.log((Math.sqrt(1- 2*rho * z + z*z) + z - rho)/(1 - rho));