docs: public static RandomVariableInterface blackScholesOptionGamma(
  			RandomVariableInterface initialStockValue,
  			RandomVariableInterface riskFreeRate,
  			RandomVariableInterface volatility,
  			double optionMaturity,
  			double optionStrike)
  	{
  		if(optionStrike <= 0.0 || optionMaturity <= 0.0)
  		{
  			// The Black-Scholes model does not consider it being an option
  			return initialStockValue.mult(0.0);
  		}
  		else
  		{
  			// Calculate gamma
  			RandomVariableInterface dPlus	= initialStockValue.div(optionStrike).log().add(volatility.squared().mult(0.5).add(riskFreeRate).mult(optionMaturity)).div(volatility).div(Math.sqrt(optionMaturity));
  
  			RandomVariableInterface gamma	= dPlus.squared().mult(-0.5).exp().div(initialStockValue.mult(volatility).mult(Math.sqrt(2.0 * Math.PI * optionMaturity)));
  
  			return gamma;
  		}
  	}