/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
b.setEntry( spaceLength - 1, 0, 0.5 * deltaTau * Su * ( vu * Su + model.getRiskFreeRate( ) ) * timeReversedUpperBoundary( maximumStockPriceOnGrid[m]) ) ;
b.setEntry ( spaceLength - 1, 0, 0.5 * deltaTau * Su * ( vu * Su + model.getRiskFreeRate ( ) ) * timeReversedUpperBoundary ( maximumStockPriceOnGrid, tau[m] ) ) ;
timeHorizon - (m + 1) * deltaTau), 2); final double vu2 = Math.pow(model.getLocalVolatility(maximumStockPriceOnGrid - deltaStock, timeHorizon - (m + 1) * deltaTau), 2); final double test = timeReversedUpperBoundary(maximumStockPriceOnGrid, tau[m]); b.setEntry(0, 0, 0.5 * deltaTau * Sl * (vl * Sl - model.getRiskFreeRate()) * timeReversedLowerBoundary(minimumStockPriceOnGrid, tau[m])); <extra_id_0> b2.setEntry(0, 0, 0.5 * deltaTau * Sl * (vl2 * Sl - model.getRiskFreeRate()) * timeReversedLowerBoundary(minimumStockPriceOnGrid, tau[m + 1])); b2.setEntry(spaceLength - 1, 0, 0.5 * deltaTau * Su * (vu2 * Su + model.getRiskFreeRate()) * timeReversedUpperBoundary(maximumStockPriceOnGrid, tau[m + 1])); final RealMatrix U1 = (F.scalarMultiply(1 - theta).add(eye.scalarMultiply(theta))).multiply(U); final RealMatrix U2 = b.scalarMultiply(1 - theta).add(b2.scalarMultiply(theta));