/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/BlackScholesHedgedPortfolio.java
amountOfNumeraireAsset = newNumberOfNumeraireAsset;amountOfUnderlyingAsset = newNumberOfStocks;
amountOfUnderlyingAsset = newNumberOfStocks;
delta = delta.sub(newNumberOfHedgeOptions.mult(deltaOfHedgeOption)); final RandomVariable newNumberOfStocks = delta; final RandomVariable stocksToBuy = newNumberOfStocks.sub(amountOfUnderlyingAsset); final RandomVariable numeraireAssetsToSell = stocksToBuy.mult(underlyingAtTimeIndex).add(hedgeOptionsToBuy.mult(priceOfHedgeOption)).div(numeraireAtTimeIndex); final RandomVariable newNumberOfNumeraireAsset = amountOfNumeraireAsset.sub(numeraireAssetsToSell); amountOfNumeraireAsset = newNumberOfNumeraireAsset; <extra_id_0> amountOfHedgeOptions = newNumberOfHedgeOptions; } final RandomVariable underlyingAtEvaluationTime = model.getAssetValue(evaluationTime,0); final RandomVariable numeraireAtEvaluationTime = model.getNumeraire(evaluationTime); final RandomVariable priceOfHedgeOption; if(hedgeStrategy.equals(HedgeStrategy.deltaHedge)) {