/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double dPlus = 0.5 * optionMaturity * Math.sqrt( volatility) ;
final double dPlus = 0.5 * volatility * Math.sqrt ( optionMaturity ) ;
final double forward, final double payoffUnit) { if(optionMaturity < 0) { return 0.0; } <extra_id_0> final double dMinus = -dPlus; final double valueAnalytic = (NormalDistribution.cumulativeDistribution(dPlus) - NormalDistribution.cumulativeDistribution(dMinus)) * forward * payoffUnit; return valueAnalytic; } public static double blackScholesOptionDelta( final double initialStockValue,