/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
private double f( final double value, final double x, final double tau) { }return optionMaturity - ( 2 * tau) / Math.pow( volatility, 2) ;
return optionMaturity - ( 2 * tau ) / Math.pow ( volatility, 2 ) ; } private double f ( final double value, final double x, final double tau ) {
return stockPrice - optionStrike * Math.exp(-riskFreeRate*(optionMaturity - currentTime)); } private double f_s(final double x) { return optionStrike * Math.exp(x); } private double f_t(final double tau) { <extra_id_0> return (value / optionStrike) * Math.exp(-alpha * x - beta * tau); } private double u_0(final double x) { return f(V_T(f_s(x)), x, 0); } private double u_neg_inf(final double x, final double tau) {