我在 Mathematica 中有以下代码:
rbar = 0.006236
rt = r_bar
k = 0.95
sigmar = 0.002
betazr = -0.00014
sigmaz = 0.4
pi = 0.99
chi = 0.05
Cbar = -3.7
alpha1[n_] := alpha1[n] = alpha1[n - 1] + alpha2[n - 1]
alpha2[n_] := alpha2[n] = k (alpha2[n - 1])
sigma1sq[n_] :=
sigma1sq[n] = sigma2sq[n - 1] + 2 sigma12[n - 1] + sigmaz^2
sigma12[n_] :=
sigma12[n] = k (sigma12[n - 1]) + k (sigma2sq[n - 1]) + betazr
sigma2sq[n_] := sigma2sq[n] = (k^2) (sigma2sq[n - 1]) + sigmar^2
phi1[n_] := phi1[n] = phi1[n - 1] + phi2[n - 1] + (0.5) (sigmaz^2)
phi2[n_] := phi2[n] = k (phi2[n - 1]) + (1 - k) (rbar)
psi[n_] := psi[n] = phi1[n] - (0.5) (sigma1sq[n])
alpha1[0] = 0
alpha2[0] = 1
sigma1sq[0] = 0
sigma12[0] = 0
sigma2sq[0] = 0
phi1[0] = 0
phi2[0] = 0
B[h_, r_] := Exp[(-alpha1[h]) (r) - psi[h]]
Exp[Cbar - beta] Sum[(Pi^x) B[x, r], {x, 1, 1000}]
我想知道是否有可能解决最后一行,使我有“r”作为“beta”的函数,满足
Exp[Cbar - beta] Sum[(Pi^x) B[x, r], {x, 1, 1000}] == 1
因为最终,我需要在“beta”上集成一个函数 J[r],所以如果我没有“r”作为“beta”的函数,我不知道如何进行 J[ r]。