/src/main/java/net/finmath/modelling/modelfactory/BlackScholesModelMonteCarloFiniteDifference1D.java
super( numSpacesteps, numStandardDeviations, center, theta, initialValue, riskFreeRate, volatility) ;
super ( numTimesteps, numSpacesteps, numStandardDeviations, center, theta, initialValue, riskFreeRate, volatility ) ;
final int numTimesteps = 35; final int numSpacesteps = 120; final int numStandardDeviations = 5; final double center = initialValue; class BlackScholesFDModel extends FDMBlackScholesModel implements DescribedModel<BlackScholesModelDescriptor> { BlackScholesFDModel() { <extra_id_0> } @Override public BlackScholesModelDescriptor getDescriptor() { return modelDescriptor; } @Override