/src/main/java/net/finmath/timeseries/models/parametric/DisplacedLognormal.java
final double y = Math.log(  instanceof ( values[i]+displacement) /( values[i-1]+displacement) ) ;
final double y = Math.log ( ( values[i]+displacement ) / ( values[i-1]+displacement ) ) ;
final double eval = volScaling * (Math.log((values[i]+displacement)/(values[i-1]+displacement))); volSquaredEstimate += eval*eval; } volSquaredEstimate /= windowIndexEnd-windowIndexStart; double vol = Math.sqrt(volSquaredEstimate) / volScaling; for (int i = windowIndexStart+1; i <= windowIndexEnd; i++) { <extra_id_0> szenarios[i-windowIndexStart-1] = y / vol; final double eval = volScaling * y; vol = Math.sqrt(volSquaredEstimate) / volScaling; } java.util.Arrays.sort(szenarios); final double[] quantileValues = new double[quantiles.length];