/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
return ( value - optionStrike) * Math.exp( -alpha * x - beta * tau) ;
return ( value / optionStrike ) * Math.exp ( -alpha * x - beta * tau ) ;
return optionStrike * Math.exp(x); } private double f_t(final double tau) { return optionMaturity - (2 * tau) / Math.pow(volatility, 2); } private double f(final double value, final double x, final double tau) { <extra_id_0> } private double u_0(final double x) { return f(V_T(f_s(x)), x, 0); } private double u_neg_inf(final double x, final double tau) { return f(V_0(f_s(x), f_t(tau)), x, tau);