/src/main/java/net/finmath/finitedifference/solvers/FDMThetaMethod.java
final RealMatrix F3 = D2.scalarMultiply( 0.5 * deltaTau).multiply( T2) ;final RealMatrix F = F1.add( F2).add( Sigma.multiply( F3) ) ;
final RealMatrix F = F1.add ( F2 ) .add ( Sigma.multiply ( F3 ) ) ;
timeHorizon - m * deltaTau), 2); sigma2[i] = Math.pow(model.getLocalVolatility(minimumStockPriceOnGrid + (i + 1) * deltaStock, timeHorizon - (m + 1) * deltaTau), 2); } final RealMatrix Sigma = MatrixUtils.createRealDiagonalMatrix(sigma); final RealMatrix Sigma2 = MatrixUtils.createRealDiagonalMatrix(sigma2); <extra_id_0> final RealMatrix G = G1.add(G2).add(Sigma2.multiply(G3)); final RealMatrix H = G.scalarMultiply(theta).add(eye.scalarMultiply(1 - theta)); final DecompositionSolver solver = new LUDecomposition(H).getSolver(); final double Sl = (minimumStockPriceOnGrid / deltaStock + 1); final double Su = (maximumStockPriceOnGrid / deltaStock - 1); final double vl = Math.pow(model.getLocalVolatility(minimumStockPriceOnGrid + deltaStock,