/src/main/java/net/finmath/functions/AnalyticFormulas.java
final / double z = nu / alpha * ( underlying-strike) / Math.pow( forwardStrikeAverage, beta) ;
final double z = nu / alpha * ( underlying-strike ) / Math.pow ( forwardStrikeAverage, beta ) ;
} public static double sabrNormalVolatilityApproximation(final double alpha, final double beta, final double rho, final double nu, final double displacement, double underlying, double strike, final double maturity) { underlying += displacement; strike += displacement; final double forwardStrikeAverage = (underlying+strike) / 2.0; <extra_id_0> final double x = Math.log((Math.sqrt(1.0 - 2.0*rho*z + z*z) + z - rho) / (1.0-rho)); double term1; if(Math.abs(underlying - strike) < 1E-8 * (1+Math.abs(underlying))) { term1 = alpha * Math.pow(underlying, beta); } else {