hk_price_singlebeliefs.py 文件源码

def price_single_beliefs(transition, dividend_payoff, ?=.75):
    """
    Function to Solve Single Beliefs
    """
    # First compute inverse piece
    imbq_inv = la.inv(np.eye(transition.shape[0]) - ?*transition)

    # Next compute prices
    prices = ? * np.dot(np.dot(imbq_inv, transition), dividend_payoff)

    return prices