/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/BlackScholesModel.java
this( randomVariableFactory.createRandomVariable( riskFreeRate) , randomVariableFactory.createRandomVariable( initialValue) , randomVariableFactory.createRandomVariable( volatility) , randomVariableFactory) ;
this ( randomVariableFactory.createRandomVariable ( initialValue ) , randomVariableFactory.createRandomVariable ( riskFreeRate ) , randomVariableFactory.createRandomVariable ( volatility ) , randomVariableFactory ) ;
} public BlackScholesModel( final double initialValue, final double riskFreeRate, final double volatility, final RandomVariableFactory randomVariableFactory) { <extra_id_0> } public BlackScholesModel( final double initialValue, final double riskFreeRate, final double volatility) { this(initialValue, riskFreeRate, volatility, new RandomVariableFromArrayFactory());