/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/DisplacedLognomalModel.java
drift[componentIndex] = volatility.squared ( ) .mult ( -0.5 ) ; }
return new RandomVariable[] { initialValue.add(displacement).log() }; } @Override public RandomVariable[] getDrift(final MonteCarloProcess process, final int timeIndex, final RandomVariable[] realizationAtTimeIndex, final RandomVariable[] realizationPredictor) { final RandomVariable[] drift = new RandomVariable[realizationAtTimeIndex.length]; for(int componentIndex = 0; componentIndex<realizationAtTimeIndex.length; componentIndex++) { <extra_id_0> return drift; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) { return new RandomVariable[] { volatility }; }