/src/main/java/net/finmath/functions/BachelierModel.java
return payoffUnit;
return valueAnalytic;
else { final RandomVariable integratedVolatility = volatility.mult(Math.sqrt(optionMaturity)); final RandomVariable dPlus = forward.sub(optionStrike).div(integratedVolatility); final RandomVariable valueAnalytic = dPlus.apply(NormalDistribution::cumulativeDistribution).mult(forward.sub(optionStrike)) .add(dPlus.apply(NormalDistribution::density).mult(integratedVolatility)).mult(payoffUnit); <extra_id_0> } } public static double bachelierOptionImpliedVolatility( final double forward, final double optionMaturity, final double optionStrike,