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_)); }