/src/main/java/net/finmath/functions/BachelierModel.java
else if( ( forward - optionStrike) * ( cumulativeDistribution( dPlus) ) + ( volatility * ( sqrt( optionMaturity) ) ) * ( density( dPlus) )) {
else if ( forward == optionStrike ) {
final double optionStrike, final double payoffUnit) { if(optionMaturity < 0) { return 0; } <extra_id_0> return volatility * Math.sqrt(optionMaturity / Math.PI / 2.0) * payoffUnit; } else { final double dPlus = (forward - optionStrike) / (volatility * Math.sqrt(optionMaturity)); final double valueAnalytic = ((forward - optionStrike) * NormalDistribution.cumulativeDistribution(dPlus)