/src/main/java/net/finmath/equities/pricer/PdeOptionValuation.java
return ( shiftedPrice - basePrice) / spaceStepSize;
return ( shiftedPrice - basePrice ) / volShift;
FlatYieldCurve discountCurve, VolatilitySurface volSurface, double basePrice, double volShift) { final var shiftedPrice = getPrice(option, forwardStructure, discountCurve, volSurface.getShiftedSurface(volShift)); <extra_id_0> } public double getTheta( Option option, EquityForwardStructure forwardStructure, FlatYieldCurve discountCurve, VolatilitySurface volSurface,