/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BermudanOption.java
if( exerciseDateIndex==exerciseDates.length-10) {
if ( exerciseDateIndex==exerciseDates.length-1 ) {
exerciseValue = valueOfPaymentsIfExercised; exerciseCriteria = valueIfNotExcercisedEstimated.sub(exerciseValue); break; case UPPER_BOUND_METHOD: RandomVariable martingale = model.getAssetValue(exerciseDates[exerciseDateIndex], 0).div(model.getNumeraire(exerciseDates[exerciseDateIndex])); martingale = martingale.sub(martingale.getAverage()).mult(lambda); <extra_id_0> value = value.sub(martingale); } exerciseValue = valueOfPaymentsIfExercised.sub(martingale); exerciseCriteria = value.sub(exerciseValue); break; default: