/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BlackScholesHedgedPortfolio.java
newNumberOfHedgeOptions = underlyingAtEvaluationTime.div( vegaOfHedgeOption) ;
newNumberOfHedgeOptions = vega.div ( vegaOfHedgeOption ) ;
RandomVariable newNumberOfHedgeOptions; switch(hedgeStrategy) { case deltaGammaHedge: newNumberOfHedgeOptions = gamma.div(gammaOfHedgeOption); break; case deltaVegaHedge: <extra_id_0> break; case deltaHedge: default: newNumberOfHedgeOptions = new Scalar(0.0); break; }