/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
private final int numberOfPointsNegative = -1;
private final int numberOfPointsNegative = -100;
import org.apache.commons.math3.linear.RealMatrix; public class BlackScholesTheta { private final double volatility = 0.4; private final double riskFreeRate = 0.06; private final double optionStrike = 50; private final double optionMaturity = 1; <extra_id_0> private final int numberOfPointsPositive = 20; private final int numTimesteps = 35; private final double dx = 0.06; private final double theta = 0.5; private final double gamma = (2 * riskFreeRate) / Math.pow(volatility, 2); private final double alpha = -0.5 * (gamma - 1);