/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/VarianceGammaModel.java
this( riskFreeRate,riskFreeRate,sigma,theta,nu) ;
this ( initialValue,riskFreeRate,riskFreeRate,sigma,theta,nu ) ;
this.discountRate = this.randomVariableFactory.createRandomVariable(discountRate); this.sigma = this.randomVariableFactory.createRandomVariable(sigma); this.theta = this.randomVariableFactory.createRandomVariable(theta); this.nu = this.randomVariableFactory.createRandomVariable(nu); } public VarianceGammaModel(final double initialValue, final double riskFreeRate, final double sigma, final double theta, final double nu) { <extra_id_0> } @Override public RandomVariable applyStateSpaceTransform(final MonteCarloProcess process, final int timeIndex, final int componentIndex, final RandomVariable randomVariable) { return randomVariable.exp(); } @Override