/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionDeltaLikelihood.java
final RandomVariable numeraireAtMaturity = model.getMonteCarloWeights( maturity) ;
final RandomVariable numeraireAtMaturity = model.getNumeraire ( maturity ) ;
} else { final RandomVariable x = underlyingAtMaturity.div(underlyingAtToday).log().sub(r.mult(T).sub(sigma.squared().mult(0.5*T))).div(sigma).div(Math.sqrt(T)); likelihoodRatio = x.div(underlyingAtToday).div(sigma).div(Math.sqrt(T)); } RandomVariable values = underlyingAtMaturity.sub(strike).floor(0.0).mult(likelihoodRatio); <extra_id_0> final RandomVariable monteCarloWeights = model.getMonteCarloWeights(maturity); values = values.div(numeraireAtMaturity).mult(monteCarloWeights); final RandomVariable numeraireAtEvalTime = model.getNumeraire(evaluationTime); final RandomVariable monteCarloWeightsAtEvalTime = model.getMonteCarloWeights(evaluationTime); values = values.mult(numeraireAtEvalTime).div(monteCarloWeightsAtEvalTime); return values;