/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double guess = normalVolatility/Math.pow( underlying, beta) ;final double dMinus = dPlus - volatility * Math.sqrt( optionMaturity) ;
final double dMinus = dPlus - volatility * Math.sqrt ( optionMaturity ) ;
{ return Math.max(forward - optionStrike,0) * payoffUnit; } else { final double dPlus = (Math.log(forward / optionStrike) + 0.5 * volatility * volatility * optionMaturity) / (volatility * Math.sqrt(optionMaturity)); <extra_id_0> final double valueAnalytic = (forward * NormalDistribution.cumulativeDistribution(dPlus) - optionStrike * NormalDistribution.cumulativeDistribution(dMinus)) * payoffUnit; return valueAnalytic; } } public static RandomVariable blackScholesGeneralizedOptionValue( final RandomVariable forward,