分数布朗运动下带违约风险的可转换债券定价

应用均衡定价方法,考虑股票价格和公司资产价值服从分数布朗运动以及存在公司违约风险情况下的可转债定价问题;建立相应的可转债定价模型,采用拟鞅定价方法,得出了欧式看涨期权的显式解,进而得出了可转债定价公式;最后利用数值算例进行分析,结论表明公司违约风险、股票价格和公司资产价格的长程关联性是可转债定价时不可忽略的因素。     

城中村、小产权房是解决我国城镇人口住房问题的有效出路

当前我国的城市住房问题,已经从民生问题上升为政治问题。现有的解决手段在尚不成熟的社会主义市场经济面前,显得缺乏力度,基本丧失有效性。在这个事关亿万居民生活的关键问题上,必须寻求制度上的突破。本文认为,现有城镇土地管理体制必须变革,集体性质的土地应加入到城镇住房建设中去。城中村和小产权房的建设,是以集体性质土地解决城市居民居住问题的有效办法,应予规范改进,进而合理发展。     

利用加行加列法计算广义Vandermonde行列式

通过对广义Vandermonde行列式进行增加一行或一列的方法,把广义Vandermonde行列式转化为一般的Vandermonde行列式进行计算.     

A Non‐Parametric Estimator of the Spectral Density of a Continuous‐Time Gaussian Process Observed at Random Times

Abstract. In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a non‐parametric estimator of the spectral density of a Gaussian process with stationary increments (or a stationary Gaussian process) from the observation of one path at random discrete times. For every positive frequency, this estimator is proved to satisfy a central limit theorem with a convergence rate depending on the roughness of the process and the moment of random durations between successive observations. In the case of stationary Gaussian processes, one can compare this estimator with estimators based on the empirical periodogram. Both estimators reach the same optimal rate of convergence, but the estimator based on wavelet analysis converges for a different class of random times. Simulation examples and an application to biological data are also provided.     

产品系统生态因子选择动力研究

为了探寻企业实施生态化经营的内在驱动机制,选择竞争性市场结构作为研究背景,把产品系统分割为满足常规功能的普通因子部分和满足生态要求的生态因子部分,而产品顾客则被划分普通型消费者和具有生态意识的责任型消费这两部分.在此基础上引入政策补贴变量,分别从短期和长期两个视角来分析企业产品系统生态化的行为特征.研究发现:在利润目标的驱使下,基于对责任型消费群体规模、自身技术经济实力、政策支持力度等因素的综合考虑,企业对产品系统生态因子比例的选择具有较强的策略性。     

Sparse Approximations of Fractional Matérn Fields

We consider fast lattice approximation methods for a solution of a certain stochastic non‐local pseudodifferential operator equation. This equation defines a Matérn class random field. We approximate the pseudodifferential operator with truncated Taylor expansion, spectral domain error functional minimization and rounding approximations. This allows us to construct Gaussian Markov random field approximations. We construct lattice approximations with finite‐difference methods. We show that the solutions can be constructed with overdetermined systems of stochastic matrix equations with sparse matrices, and we solve the system of equations with a sparse Cholesky decomposition. We consider convergence of the truncated Taylor approximation by studying band‐limited Matérn fields. We consider the convergence of the discrete approximations to the continuous limits. Finally, we study numerically the accuracy of different approximation methods with an interpolation problem.     

Ruin problem of a two-dimensional fractional Brownian motion risk process

This paper investigates ruin probability and ruin time of a two-dimensional fractional Brownian motion risk process. The net loss process of an insurance company is modeled by a fractional Brownian motion. The two-dimensional fractional Brownian motion risk process models the surplus processes of an insurance and a reinsurance company, where the net loss is divided between them in some specified proportions. The ruin problem considered is that of the two-dimensional risk process first entering the negative quadrant, that is, the simultaneous ruin problem. We derive both asymptotics of the ruin probability and approximations of the scaled conditional ruin time as the initial capital tends to infinity.     

The myth of everyday life: Toward a heterology of the ordinary

The aim of this paper is to contribute to the rethinking of everyday life as a central, if highly diverse and problematic, theme of modern philosophy and social theory. The focus of the essay concerns the uncertain ontological status of ‘the everyday’ within the human sciences. An initial exploration of the ambiguity of the expression ‘everyday life’ points to a more consequential type of undecidability once it is fully recognized how the ideology of ‘everyday life’ functions to suppress the materiality, contingency, and historicity of human experience. This can be seen in the contrast between powerful atemporal conceptions of everyday life and more critical understandings of the lifeworld framed in temporal categories. The distinction between everyday life and lifeworld proves useful as a marker for two very different approaches to the ordinary. The paper claims that the ordinary has been systematically denigrated in the very act of being theorized as ‘everyday life’. A tradition of binary and dichotomous theorizing is uncovered as one of the fundamental sources of the myth of an ahistorical, unmediated everyday life. After mapping a range of more reflexive perspectives toward the investigation of ordinary life, the paper concludes on a positive and reconstructive note by suggesting that any attempt to go beyond the dualisms and antinomies of contemporary theory must first abandon this mythology to reveal the histor(icit)y and alterity of lifeworlds in their rich natural, incarnate, political, and reflexive imbrications.     

具有多重势的分数阶非线性Schrodinger方程解的适定性

讨论了具有多重势的分数阶非线性Schrodinger方程的周期边值问题,利用能量估计和Faedo—Galerkin方法证明了该问题光滑解的整体存在唯一性     

马克思主义信仰的主体与客体

信仰是一种自在自为的意识。马克思主义信仰的主体不仅是共产党员,还包括普通大众。马克思主义信仰的客体是中国特色社会主义。马克思主义信仰的形成是共产党员、普通大众与中国特色社会主义相统一的过程。当前,需要塑造马克思主义信仰者的良好形象,以吸引更多的普通民众信仰马克思主义。