Intertemporal Asset Pricing using scipy.optimize.broyden1

[danielkdimitrov]

scipy.optimize.broyden1 requires a parameter alpha representing the Jacobian of the function. What would be a good guess for it considering the asset pricing equations (5) and (7) from the script?

[rebekahanne]

@danielkdimitrov: I don't think alpha is actually a required parameter, and I was able to get a solution without using the Jacobian. I was able to use broyden1 just with an objective function and initial guess. Looking at the documentation, alpha is optional.

[danielkdimitrov]

@rebekahanne You're right. Thanks!