/src/main/java/net/finmath/montecarlo/assetderivativevaluation/models/InhomogeneousDisplacedLognomalModel.java
.mult( process.getStochasticDriver( ).getIncrement( timeIndex, 0).squared( ) .sub( ) ) ) ;
.mult ( process.getStochasticDriver ( ) .getIncrement ( timeIndex, 0 ) .squared ( ) .sub ( dt ) ) ) ;
for(int componentIndex = 0; componentIndex<realizationAtTimeIndex.length; componentIndex++) { drift[componentIndex] = displacement.mult(riskFreeRate.mult(-timeNext).exp().sub(riskFreeRate.mult(-time).exp()).div(timeNext-time)); if(isUseMilsteinCorrection) { drift[componentIndex] = drift[componentIndex].add( getFactorLoading(process, timeIndex, componentIndex, realizationAtTimeIndex)[0] .mult(volatility).div(2) <extra_id_0> } } return drift; } @Override public RandomVariable[] getFactorLoading(final MonteCarloProcess process, final int timeIndex, final int component, final RandomVariable[] realizationAtTimeIndex) {