python金融计算的时候定义了公式然后遇到下面这个问题:python2的视频,我的代码应该没错,用的python3,应该怎么解决呢,求指导)
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def bsm_mcs_valuation(strike):
import numpy as np
S0 = 100.;T=1.0;r=0.05;vola=0.2
M=50;I=20000
dt = T/M
rand = np.random.standard_normal((M+1,T))
S = np.zeros((M+1,I));S0 = S0
for t in range(1,M+1):
S[t] = S[t-1]np.exp((r-0.5vola**2)dt + volanp.sqrt(dt)rand[t])
value = (np.exp(-rT)*np.sum(np.maximum(S[-1]-strike,0))//I)
return value
def seq_value(n):
strikes = np.linspace(80,120,n)
option_value =[]
for strike in strikes:
option_value.append(bsm_mcs_valuation(strike))
return (strikes,option_values )
n=100
%time strikes,option_values_seq = seq_value(n)
Traceback (most recent call last):
File “”