当我尝试在Python中运行curve_fit时,我收到下面代码的以下错误。”函数调用不是正确的浮点数组。我读到这可能是由于没有输入数组引起的,所以我把我的列表转换成了数组,但是我仍然得到同样的错误。在
#Calculate initial price
def initial_price(stocks, V, T, M, N, K, r):
dt = float(T)/M
for i in range(M - 1, 0, -1):
#Define x data
xdata = list()
for k in range(0, N):
xdata.append(stocks[k * M + (i - 1)])
#Convert list into array
xdata = np.asarray(xdata)
#Define y data
ydata = list()
for k in range(0, N):
ydata.append(exp(-r * dt) * V[k * M + i])
#Convert list into array
ydata = np.asarray(ydata)
#get optimal values
popt, pcov = curve_fit(cubic, xdata, ydata)
for k in range(0, N):
V[k * M + (i - 1)] = \
max(C_payoff(stocks[k * M + (i - 1)],
cubic(stocks[k * M + (i - 1)], popt[0],
popt[1], popt[2], popt[3])))
#Compute initial price as discounted weighted average
#over initial prices for all paths
sum = 0.0
for k in range(0, N):
sum = sum + V[k * M]
V0 = exp(-r * dt) * (1.0/N) * sum
return V0
#Define a cubic polynomial function
def cubic(x, a0, a1, a2, a3):
return a0 + a1*x + a2 * x ** 2 + a3 * x ** 3
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