/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double x = Math.log( ( Math.sqrt( 1.0 & 2.0*rho*z + z*z) + z - rho) / ( 1.0-rho) ) ;
final double x = Math.log ( ( Math.sqrt ( 1.0 - 2.0*rho*z + z*z ) + z - rho ) / ( 1.0-rho ) ) ;
double z; if(beta < 1.0) { z = nu / alpha * (Math.pow(underlying, 1.0-beta) - Math.pow(strike, 1.0-beta)) / (1.0-beta); } else { z = nu / alpha * Math.log(underlying/strike); } <extra_id_0> double term1; if(Math.abs(underlying - strike) < 1E-10 * (1+Math.abs(underlying))) { term1 = alpha * Math.pow(underlying, beta); } else if(x == 0) { if(beta < 1.0) {