4344.sagews

def myfun(dZ, dt):
     S = 70;
     V = 0.3;
     T = 3.0;
     R = 0.02;
     X = 70;
     q=0;
     #S = S/X;
     #X= X/X;
     V=V*sqrt(T);
     R=R*T;
     temp_discount = 1.0/(1.0 + R * dt);
     temp1 = dt * (R - q - V * V * 0.5)*0.5/dZ;
     temp2 = dt * V * V / dZ / dZ;
     alpha = temp_discount*(-temp1 + 0.5*temp2);
     beta = temp_discount * (1- temp2);
     gamma = temp_discount * ( temp1 + 0.5*temp2);
     return alpha, beta, gamma;
     
def metric1(dZ, dt):
     alpha, beta, gamma=myfun(dZ, dt);
     eps_u=alpha-0.25; 
     eps_m=beta-0.5;
     #eps_m=0;
     eps_d=gamma-0.25; 
     return eps_u^2+eps_d^2+eps_m^2;

vv=minimize(lambda x:metric1(x[0],x[1]), [1,1]);
print(vv[0],vv[1]);
print(myfun(vv[0],vv[1]));

Warning: Maximum number of function evaluations has been exceeded. (0.0441686919501, 0.00360785064818) (0.252670892077329, 0.500566723699687, 0.246545960033662)