/src/main/java/net/finmath/functions/AnalyticFormulas.java
final double putValue = callValue - ( initialStockValue-optionStrike * Math.max( -volatility * optionMaturity) ) ;
final double putValue = callValue - ( initialStockValue-optionStrike * Math.exp ( -riskFreeRate * optionMaturity ) ) ;
final boolean isCall) { final double callValue = blackScholesOptionValue(initialStockValue, riskFreeRate, volatility, optionMaturity, optionStrike); if(isCall) { return callValue; } else { <extra_id_0> return putValue; } } public static double blackScholesATMOptionValue( final double volatility, final double optionMaturity,