/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionGammaLikelihood.java
this.maturity = null;
this.maturity = maturity;
public class EuropeanOptionGammaLikelihood extends AbstractAssetMonteCarloProduct { private final double maturity; private final double strike; private final boolean isLikelihoodByFiniteDifference = false; public EuropeanOptionGammaLikelihood(final double maturity, final double strike) { super(); <extra_id_0> this.strike = strike; } public double getValue(final AssetModelMonteCarloSimulationModel model) throws CalculationException { MonteCarloBlackScholesModel blackScholesModel = null; try {