/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionVegaLikelihood.java
final double payOff  = ( path.get( underlyingAtMaturity) - strike) ;
final double payOff  = ( underlyingAtMaturity.get ( path ) - strike ) ;
lr = (logPhi2 - logPhi1) / h; } else { final double dxdsigma = -x / sigma + Math.sqrt(T); lr = - x * dxdsigma - 1/sigma; } <extra_id_0> final double modifiedPayoff = payOff * lr; average += modifiedPayoff / numeraireAtMaturity.get(path) * numeraireAtToday.get(path) * monteCarloWeights.get(path) / monteCarloWeightsAtToday.get(path); } } return average; }