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