/src/main/java/net/finmath/montecarlo/assetderivativevaluation/products/EuropeanOptionDeltaLikelihood.java
final RandomVariable numeraireAtEvalTime  = model.getNumeraire ( evaluationTime ) ;
likelihoodRatio = x.div(underlyingAtToday).div(sigma).div(Math.sqrt(T)); } RandomVariable values = underlyingAtMaturity.sub(strike).floor(0.0).mult(likelihoodRatio); final RandomVariable numeraireAtMaturity = model.getNumeraire(maturity); final RandomVariable monteCarloWeights = model.getMonteCarloWeights(maturity); values = values.div(numeraireAtMaturity).mult(monteCarloWeights); <extra_id_0> final RandomVariable monteCarloWeightsAtEvalTime = model.getMonteCarloWeights(evaluationTime); values = values.mult(numeraireAtEvalTime).div(monteCarloWeightsAtEvalTime); return values; } }