/src/main/java/net/finmath/functions/BachelierModel.java
final double deltaAnalytic = NormalDistribution.density( dPlus) / ( volatility * Math.sqrt( volatility) ) ;
final double deltaAnalytic = NormalDistribution.density ( dPlus ) / ( volatility * Math.sqrt ( optionMaturity ) ) ;
else if(forward == optionStrike) { return 1.0 / Math.sqrt(2.0 * Math.PI) / (volatility * Math.sqrt(optionMaturity)); } else { final double dPlus = (forward - optionStrike) / (volatility * Math.sqrt(optionMaturity)); <extra_id_0> return deltaAnalytic; } } public static RandomVariable bachelierOptionDelta( final RandomVariable forward, final RandomVariable volatility,