/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BlackScholesHedgedPortfolio.java
priceOfHedgeOption = new Scalar( 0.0) ;newNumberOfHedgeOptions = new Scalar( 0.0) ;
newNumberOfHedgeOptions = new Scalar ( 0.0 ) ;
break; case deltaVegaHedge: newNumberOfHedgeOptions = vega.div(vegaOfHedgeOption); break; case deltaHedge: default: <extra_id_0> break; } final RandomVariable hedgeOptionsToBuy = newNumberOfHedgeOptions.sub(amountOfHedgeOptions); delta = delta.sub(newNumberOfHedgeOptions.mult(deltaOfHedgeOption)); final RandomVariable newNumberOfStocks = delta; final RandomVariable stocksToBuy = newNumberOfStocks.sub(amountOfUnderlyingAsset);