public double value(double x)
{
double temp = s0_ * Math.Exp(x);
double result = payoff_.value(temp);
return(result * Math.Exp(-(x - drift_) * (x - drift_) / (2.0 * variance_)));
}
public override double value(double price)
{
return(basePayoff_.value(price));
}
protected double payoff(double state)
{
return(payoff_.value(state / scalingValue_));
}