关于马克思《数学手稿》的再认识

马克思关于求导数的运算结果应该是严格的0／0的观点是正确的，因为微积分运算不同于初等数学的运算。唯物辩证法认为一切真理都是相对真理，所以不应该把初等数学中的不允许0／0的规定绝对化。但是它应该只是一个突破口，我们应该运用唯物辩证法重新建立微积分的基础。     

Disclosing personal information via hotel apps: A privacy calculus perspective

In an era dominated by mobile apps as the final element of the value chain, hotel: firms strive to offer their guests new levels of personalization. To obtain such personalization benefits, consumers need to disclose personal information to hotels, thus threatening their privacy. Engaging in a calculus of benefits and risks associated with information disclosure, consumers may overcome their risk perceptions and opt to disclose personal information. Using data from a sample of hotel: guests from the U.S., this study developed and empirically validated a conceptual model based on an extended version of the privacy calculus model that explained consumers’ willingness to disclose personal information via hotel: apps. It was found that trust in the app and the overall value of information disclosure has significant impacts on personal information disclosure via apps. Several important implications for theory and practice of these findings are discussed.     

Consumers’ privacy calculus: The PRICAL index development and validation

Although collecting personal information about consumers is crucial for firms and marketers, understanding of when and why consumers accept or reject information collection remains limited. The authors conceptualize a privacy calculus that represents a consumer’s trade–off of the valence and uncertainty of the consequences of the collection, storage, and use of personal information. For example, usage-based car insurance requires drivers to share data on their driving behavior in exchange for a discount (certain benefit) but at the risk of third parties intercepting location data for malicious use (uncertain disadvantage). Building on this conceptualization, the authors develop the privacy calculus (PRICAL) index. They empirically confirm the validity of the items (Study 1) and the index as a whole (Study 2). The PRICAL index is generally applicable and improves the explanation of behavioral intentions (Study 2) and actual behavior (Study 3), compared with currently used constructs (e.g., privacy concern, trust). Overall, the PRICAL index allows managers to understand consumers’ acceptance of information collection regarding financial, performance, psychological, security, social, and time-related consequences, which the authors demonstrate using the top five most valuable digital brands (Study 4).     

A return to Bentham's felicific calculus: From moral welfarism to technical non-welfarism

Abstract

This paper is a study of Bentham's felicific calculus. Challenging a view that contrasts ‘cardinal’ to ‘ordinal’ calculus, we show that these two forms of calculus constitute instead different phases of a single approach. Bentham sometimes has to rely upon proxy variables because of operational constraints, and consequently upon factors other than utility. As a utilitarian, Bentham is de facto welfarist from an ethical point of view. Surprisingly however, this study shows that Bentham resorts to non-welfare information in the actual application of his calculus. His approach reconciles non-welfarism from the technical standpoint with welfarism as a fundamental moral principle.     

ON THE AMERICAN OPTION PROBLEM

We show how the change-of-variable formula with local time on curves derived recently in Peskir (2002) can be used to prove that the optimal stopping boundary for the American put option can be characterized as the unique solution of a nonlinear integral equation arising from the early exercise premium representation. This settles the question raised in Myneni (1992) and dating back to McKean (1965) .     

On a local uniform bootstrap validity

Some relations between smoothness of statistical functionals and locally uniform validity of Efron's bootstrap for the estimators generated by the functionals are studied. It is shown that the Fréchet differentiability easily implies the locally uniform bootstrap validity. In an important example of empirical median it is indicated that indeed stronger regularity conditions are necessary to make the bootstrap a very reliable tool. It is also shown that a smoothing method based on Huber's M-estimation applied to the median may lead to an improved simple bootstrap there.     

高职微积分教法的点滴体会

本文结合多年教学实际对高职班微积分的教法作了一点探讨和归纳,目的在于提高教学效果,改善目前数学课考试不及格率过高的状况。     

Smart expansion and fast calibration for jump diffusions

Using Malliavin calculus techniques, we derive an analytical formula for the price of European options, for any model including local volatility and Poisson jump processes. We show that the accuracy of the formula depends on the smoothness of the payoff function. Our approach relies on an asymptotic expansion related to small diffusion and small jump frequency/size. Our formula has excellent accuracy (the error on implied Black–Scholes volatilities for call options is smaller than 2 bp for various strikes and maturities). Additionally, model calibration becomes very rapid.      

一种面向agent的程序设计语言ConFlux

为了支持多agent系统的开发，特别是表示多agent环境中的并发等操作，将GoFlux语言扩展为ConFlux语言。ConFlux语言是基于流演算理论，吸收ConGolog语义，增加了并发、带有优先级的并发、中断操作，从而解决了GoFlux在应用于面向agent程序设计时不能有效地表示并发动作等问题。最后，通过一个电梯控制程序说明了如何使用该语言编制面向agent的程序。