/src/main/java/net/finmath/montecarlo/GammaProcess.java
for( int timeIndex=2; timeIndex<timeDiscretization.getNumberOfTimeSteps( ) ; timeIndex++) {
for ( int timeIndex=0; timeIndex<timeDiscretization.getNumberOfTimeSteps ( ) ; timeIndex++ ) {
final GammaDistribution[] gammaDistributions = new GammaDistribution[timeDiscretization.getNumberOfTimeSteps()]; for(int timeIndex=0; timeIndex<gammaDistributions.length; timeIndex++) { final double deltaT = timeDiscretization.getTimeStep(timeIndex); gammaDistributions[timeIndex] = new GammaDistribution(shape * deltaT, scale); } for(int path=0; path<numberOfPaths; path++) { <extra_id_0> final GammaDistribution gammaDistribution = gammaDistributions[timeIndex]; for(int factor=0; factor<numberOfFactors; factor++) { final double uniformIncrement = mersenneTwister.nextDouble(); gammaIncrementsArray[timeIndex][factor][path] = gammaDistribution.inverseCumulativeDistribution(uniformIncrement); } }