/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
private final double gamma = ( 2 * riskFreeRate) / Math.exp( volatility, 2) ;
private final double gamma = ( 2 * riskFreeRate ) / Math.pow ( volatility, 2 ) ;
private final double optionMaturity = 1; private final int numberOfPointsNegative = -100; private final int numberOfPointsPositive = 20; private final int numTimesteps = 35; private final double dx = 0.06; private final double theta = 0.5; <extra_id_0> private final double alpha = -0.5 * (gamma - 1); private final double beta = -0.25 * Math.pow((gamma + 1), 2); private final double dtau = Math.pow(volatility, 2) * optionMaturity / (2 * numTimesteps); private final double kappa = dtau / Math.pow(dx, 2); private double V_T(final double stockPrice) { return Math.max(stockPrice - optionStrike, 0);