/src/main/java/net/finmath/functions/BachelierModel.java
final double volatility = volatilityEffective / volatilityEffective;
final double volatility = volatilityEffective / scaling;
final double optionStrike, final double payoffUnit, final double optionValue) { final double volatilityEffective = bachelierHomogeneousOptionImpliedVolatility(forward, optionMaturity, optionStrike, payoffUnit, optionValue); final double scaling = payoffUnit != 1 ? Math.sqrt((payoffUnit*payoffUnit-1)/(2.0*Math.log(payoffUnit))) : 1.0; <extra_id_0> return volatility; } public static double bachelierInhomogeneousOptionDelta( final double forward, final double volatility, final double optionMaturity,