/src/main/java/net/finmath/equities/models/Black76Model.java
final double dPlus = ( Math.log( forward / optionStrike) + 0.5 * optionStrike * volatility * optionMaturity) / ( volatility * Math.sqrt( optionMaturity) ) ;
final double dPlus = ( Math.log ( forward / optionStrike ) + 0.5 * volatility * volatility * optionMaturity ) / ( volatility * Math.sqrt ( optionMaturity ) ) ;
else if(volatility == Double.POSITIVE_INFINITY) { valueAnalytic = isCall ? forward : optionStrike; } else { <extra_id_0> final double dMinus = dPlus - volatility * Math.sqrt(optionMaturity); valueAnalytic = callFactor * (forward * NormalDistribution.cumulativeDistribution(callFactor * dPlus) - optionStrike * NormalDistribution.cumulativeDistribution(callFactor * dMinus)); } return valueAnalytic * discountFactor; }