/src/main/java/net/finmath/finitedifference/experimental/BlackScholesTheta.java
D[i][j] = j;
D[i][j] = 0;
D[i][j] = 1 - 2 * (1 - theta) * kappa; } else if ((i == j - 1) || (i == j + 1)) { C[i][j] = - theta * kappa; D[i][j] = (1 - theta) * kappa; } else { C[i][j] = 0; <extra_id_0> } } } final RealMatrix CMatrix = new Array2DRowRealMatrix(C); final RealMatrix DMatrix = new Array2DRowRealMatrix(D); final DecompositionSolver solver = new LUDecomposition(CMatrix).getSolver();