我国民事诉讼撤诉制度存在的问题及解决对策

我国现行民事撤诉制度,因法律规范不够细致、可操作性较弱,弊端日益显现。本文通过分析现有制度的不足,借鉴国外合理做法,从平衡原被告平等诉讼地位,限制撤诉时间和次数,撤诉对诉讼时效的影响等几方面对制度改进提出了相应对策。     

利率均值回复模型下标的资产期权定价

在利率均值回复金融市场中 ,给出了财富贴现过程的随机微分方程 ;证明了与之联系的倒向随机微分方程解的存在唯一性 .最后 ,从倒向随机微分方程的解出发 ,得到了欧式期权定价的条件期望定价公式 .     

A determination of the fragmentation functions of u-quarks into charged pions

The fragmentation functions of u-quarks into positive and negative pions are determined from an analysis of identified pions produced in deep inelastic muon-deuterium scattering. The method adopted is not sensitive to the knowledge of the primary quark distribution functions. The fragmentation of u quarks to positive pions is found to fall less steeply in z than that to negative pions as expected in the quark parton model.     

Transverse momentum of charged hadrons observed in deep inelastic muon scattering

The transverse momenta of charged hadrons produced in high energy muon-proton scattering have been studied. The average squared transverse momentum 〈p²_⊥〉 shows a strong dependence on z = E_h/v characteristic of intrinsic momentum effects and a significant rise as a function of s = W². The W², q², x and z dependences of the data are compared with the predictions of a perturbative QCD model.     

Exact penalties and sufficient conditions for optimality in nonsmooth optimization

Under certain sufficient conditions for strict local optimality in a mathematical program, it is well known that a number of non-differentiable penalty functions are locally exact. With sufficient conditions involving the contingent derivative, it is shown that this local exactness is valid for programs whose objective and constraint functions need not be differentiable or even continuous. The author is grateful to the referees for their helpful comments.     

Sensitivity analysis in multiobjective optimization

Sensitivity analysis in multiobjective optimization is dealt with in this paper. Given a family of parametrized multiobjective optimization problems, the perturbation map is defined as the set-valued map which associates to each parameter value the set of minimal points of the perturbed feasible set in the objective space with respect to a fixed ordering convex cone. The behavior of the perturbation map is analyzed quantitatively by using the concept of contingent derivatives for set-valued maps. Particularly, it is shown that the sensitivity is closely related to the Lagrange multipliers in multiobjective programming.This research was made while the author stayed at the International Institute for Applied Systems Analysis, Laxenburg, Austria.The author would like to thank an anonymous referee for his helpful suggestions; particularly, he pointed out that Proposition 2.2 and Theorem 2.1 are valid also in infinite-dimensional spaces.     

创新驿站的功能定位 ——以欧洲IRC和EEN为例

创新驿站是以企业技术需求为导向,以信息技术为支撑的跨区域、网络化技术转移服务体系。基于我国国情,我国目前正全面开展创新驿站的试点与推广工作。从国外经验来看,创新驿站的基本功能是:挖掘企业技术需求,促进跨区域技术合作,加速科研成果转化,提升中小企业的技术吸纳能力及提供关键性创新服务。     

Compact finite difference schemes of the time fractional Black-Scholes model

In this paper, three compact difference schemes for the time-fractional Black-Scholes model governing European option pricing are presented. Firstly, in order to obtain the fourth-order accuracy in space by applying the Pad\''{e} approximation, we eliminate the convection term of the B-S equation by an exponential transformation. Then the time fractional derivative is approximated by $L1$ formula, $L2 - 1_\sigma$ formula and $L1 - 2$ formula respectively, and three compact difference schemes with oders $O(\Delta t^{2-\alpha}+h ^4)$, $O(\Delta t^{2}+h ^4)$ and $O(\Delta t^{3-\alpha}+h ^4)$ are constructed. Finally, numerical example is carried out to verify the accuracy and effectiveness of proposed methods, and the comparisons of various schemes are given. The paper also provides numerical studies including the effect of fractional orders and the effect of different parameters on option price in time-fractional B-S model.     

混合分数布朗运动环境下欧式障碍期权定价

当股票价格遵循混合分数布朗运动时,利用Δ-对冲和混合分数It8公式,建立混合分数布朗运动下欧式障碍期权定价模型,通过换元法将期权定价的偏微分方程转化为热传导方程,求得显示解.在此基础上,得到欧式障碍期权看涨-看跌平价关系式.由此,再根据敲入-敲出障碍期权关系式可推出障碍期权所有类型的定价公式.     

Is the new ECTS system better than the traditional one? An application to the ECTS pilot-project at the University Pablo de Olavide

At the meeting of the joint Bologna Declaration, EU representatives agreed on the establishment of a common European Higher Education Area by 2010. Since then, several universities have implemented pilot projects, although no formal research has been carried out to analyse their results. In this study, we analysed one of these pilot-projects with two objectives. First, we examined the performance of the new system as compared to that of the traditional system. We used a procedure based on a modified model of Data Envelopment Analysis that is able to distinguish students’ efficiency (managerial efficiency) from efficiency based on the educational programme used (programme efficiency). Then we analysed whether the different systems perform differently for different types of students.