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1.
张敦穆  李楚霖 《数学杂志》1996,16(4):385-391
Hansonp「3」将成本加成定价作为一个动力学过程进行分析。本文推广了Hanson的命题3,纠正了Hanson命题的2的一个并得出正确的结果。对U-形平均成本曲线的成本加成定价导出了这一动力学过程产生混沌的充分条件,并讨论了这些结果的经济含义。  相似文献   

2.
技术创新与增长期权定价   总被引:5,自引:1,他引:4  
本采用了净现值(NPV)和实物期权定价方法对一个实际的MMDS的发射放大器项目进行了定价,并对两种方法定价的结果进行了分析和对比。由于实物期权方法定价的结果包含项目中的增长期权和放弃期权的价值,因而实物期权方法定价的结果比NPV方法定价的结果更合理和更高。  相似文献   

3.
文章讨论了我国商业银行所处的市场结构,从理论上分析了商业银行的资金价格如何决策能实现最大利润的问题,并给出了几种商业银行资产的定价决策方法。  相似文献   

4.
运用倒向随机微分方程数学方法 ,建立了动态资产份额定价理论模型 .这一模型是资产份额定价法的改进 .求解模型得到动态资产份额定价理论公式 ,并得出结论 :资产份额定价公式完全可以作为特例 ,以离散时间意义和在不考虑动态投资的情况下 ,由动态资产份额定价理论公式得到 .  相似文献   

5.
国外保险定价的发展及其对我国的借鉴   总被引:9,自引:0,他引:9  
回顾国外保险定价的发展概况,介绍两种重要的金融定价模型资本资产定价模型和期权定价模型及其在保险定价中的应用,并就我国保险业借鉴国外保险定价先进的思想、方法和技术,发展和完善我国保险定价工作提出建议。  相似文献   

6.
基于需求的实时网络定价策略   总被引:1,自引:0,他引:1  
价格作为一种网络拥塞控制管理与资源分配的机制不断地表现出较高的效率。基于对网络使用实际流量的信息,本提出了一种实时的网络定价策略——基于需求的实时网络定价策略。该定价策略由三部分构成:固定连接费、资源使用费及网络拥塞费。与传统的定价策略相比,基于需求的实时网络定价策略更能反映实际的需求情况,在网络拥塞控制管理与网络资源分配等方面有更高的效率。  相似文献   

7.
本文根据失真保险定价原则 ,以我国某保险以同的某项机动车保险业务为例 ,对其保费进行了实证分析  相似文献   

8.
本在巴黎地铁定价(PMP(Paris Metro Pricing))的基础上研究了一种带有缓冲器的巴黎地铁定价策略。同样将网络分成几个逻辑上独立的不同部分,每一个部分制定不同的价格,各部分仅在价格上有区别。但是额外增加一个适合“中性消费”需求的缓冲器,使得“中性消费”可以先向缓冲器提交服务请求,而后由ISP网络提供商根据各部分的实际负载状况将其分配到合适的服务节点。最后通过仿真说明与巴黎地铁相比,带有缓冲器的巴黎地铁定价策略在网络拥塞控制与网络资源分配等方面有更高的效率。  相似文献   

9.
Lagrange方法和期权定价   总被引:2,自引:0,他引:2  
本文对于连续时间的随机最优控制问题,建立起随机Lagrange方法。然后,利用该方法讨论了欧洲期权的定价问题。  相似文献   

10.
在随机控制的框架下,给出了一般的合理定价高科技公司的模型,考虑到高科技公司的管理柔性,采用动态规划和实物期权定价思想和方法,给出高科技公司价值所满足的偏微分方程,在特殊情况下,给出解析解,讨论了参数的影响,最后,给出一个应用实例。  相似文献   

11.
On the basis of the classical theory of thin anisotropic laminated plates the article analyzes the free vibrations of rectangular cantilever plates made of fibrous composites. The application of Kantorovich's method for the binomial representation of the shape of the elastic surface of a plate yielded for two unknown functions a system of two connected differential equations and the corresponding boundary conditions at the place of constraint and at the free edge. The exact solution for the frequencies and forms of the free vibrations was found with the use of Laplace transformation with respect to the space variable. The magnitudes of several first dimensionless frequencies of the bending and torsional vibrations of the plate were calculated for a wide range of change of two dimensionless complexes, with the dimensions of the plate and the anisotropy of the elastic properties of the material taken into account. The article shows that with torsional vibrations the warping constraint at the fixed end explains the apparent dependence of the shear modulus of the composite on the length of the specimen that had been discovered earlier on in experiments with a torsional pendulum. It examines the interaction and transformation of the second bending mode and of the first torsional mode of the vibrations. It analyzes the asymptotics of the dimensionless frequencies when the length of the plate is increased, and it shows that taking into account the bending-torsion interaction in strongly anisotropic materials type unidirectional carbon reinforced plastic can reduce substantially the frequencies of the bending vibrations but has no effect (within the framework of the binomial model) on the frequencies of the torsional vibrations.Institute of Engineering Science Russian Academy of Sciences, St. Petersburg, Russia. St. Petersburg State University, Russia. Translated from Mekhanika Kompozitnykh Materialov, Vol. 32, No. 6, pp. 759–769, November–December, 1996.  相似文献   

12.
We consider submanifolds of non-isotropic planes of the Grassman manifold of the pseudo-Euclidean space. We prove a theorem about the unboundedness of the sectional curvature of the submanifolds of the two-dimensional non-isotropic planes of the four-dimensional pseudo-Euclidean space with the help of immersion in the six-dimensional pseudo-Euclidean space of index 3. We also introduce a concept of the indicatrix of normal curvature and study the properties of this indicatrix and the Grassman image of the non-isotropic surface of the pseudo-Euclidean space. We find a connection between the curvature of the Grassman image and the intrinsic geometry of the plane. We suggest the classification of the points of the Grassman image.  相似文献   

13.
14.
The paper is devoted to the solution of straight and inverse geometrical tasks of five link mechanism with two degrees of freedom. The solution of the mentioned problem is very important in order to determine kinematic parameters of actuators. The problem can be divided into two parts. The first part is considered when we are given the coordinates of the output link of the mechanism and the necessity arises of determining the angles of rotation of actuators. On the other hand, it is very important to determine the position of the output link when the angles of rotation of the actuators are known. Here we consider that the mechanism is composed only of five classes of rotating kinematic pairs and the actuators are situated at the junctions of frames and links of the examined mechanism. The solution of the said problem is based on utilization of homogenous coordinates. On the basis of the obtained equations of motion, one can calculate the trajectories of motion of the output link as well angles of rotation of the actuators by taking into consideration preliminary given kinematic parameters of the mechanism. Here we also obtain equations for calculating values of speed and acceleration of the links of the mechanism. The calculations differ from known methods in simplicity and high performance, which would be useful for programming actuators mounted in the joints of the linkage.  相似文献   

15.
Conclusions 1. It has been shown for a number of viscoelastic fluid systems that under nonlinear periodic deformation, the contribution of the third harmonic of the stress to the fundamental does not exceed 20% of the amplitude.2. In the case of clay soil and melt of filled polyethylene, the shape of the stress waves is essentially definable by the relative phase angle of the third harmonic of the stress and is practically independent of the deformation amplitude in a growing nonlinear range of deformation.3. In the case of the polyethylene melt, the amplitude dependence of the phase angles of the stress harmonics is in satisfactory agreement with the analysis of model I. With increasing deformation amplitude, the modulus vector of the first harmonic rotates counterclockwise and remains in the first trigonometric quadrant; the modulus vector of the third harmonic passes from the second to the third quadrant, and the modulus vector of the fifth harmonic passes from the second to the fourth quadrant via the third.Institute of Polymer Mechanics, Academy of Sciences of the Latvian SSR, Riga. Translated from Mekhanika Polimerov, No. 5, pp. 893–898, September–October, 1978.  相似文献   

16.
The paper is concerned with the investigation of a system of first-order Hamilton–Jacobi equations. We consider a strongly coupled hierarchical system: the first equation is independent of the second, and the Hamiltonian of the second equation depends on the gradient of the solution of the first equation. The system can be solved sequentially. The solution of the first equation is understood in the sense of the theory of minimax (viscosity) solutions and can be obtained with the help of the Lax–Hopf formula. The substitution of the solution of the first equation in the second Hamilton–Jacobi equation results in a Hamilton–Jacobi equation with discontinuous Hamiltonian. This equation is solved with the use of the idea of M-solutions proposed by A. I. Subbotin, and the solution is chosen from the class of multivalued mappings. Thus, the solution of the original system of Hamilton–Jacobi equations is the direct product of a single-valued and multivalued mappings, which satisfy the first and second equations in the minimax and M-solution sense, respectively. In the case when the solution of the first equation is nondifferentiable only along one Rankine–Hugoniot line, existence and uniqueness theorems are proved. A representative formula for the solution of the system is obtained in terms of Cauchy characteristics. The properties of the solution and their dependence on the parameters of the problem are investigated.  相似文献   

17.
We consider the problem of distention of an infinite plate containing a periodic system of parallel slits whose edges make contact in one of its face planes. We take account of the local bending of the plate in a neighborhood of the defects. On the basis of an approximate analytic solutions and a numerical solution of the singular integral equation of the problem we study the influence of the period of location of the defects on the size of the slit openings and the distribution of the reaction in the contacting edges. We compute the stress intensity factors and moments and determine the destructive load. We give a comparison of the results obtained with the known solution of the periodic problem for parallel slits with load-free edges. Translated fromTeoreticheskaya i Prikladnaya Mekhanika, No. 23, 1992, pp. 40–45.  相似文献   

18.
The dynamically equilibrium shapes of a uniform-density rotating mass of liquid (a ring) in the surface layer of a quiescent stratified ocean are determined. The examination is carried out in a plane tangential to the Earth, taking into account the vertical and horizontal projections of the angular velocity of its rotation. Exact solutions of the equations of motion of an ideal incompressibe fluid are obtained, making it possible, for a linearly stratified ocean, to determine the dynamic all equilibrium shape of the interfaces of water masses and the free boundaries of cyclonic and antocyclonic rings. These shapes comprise second-order surfaces inclined to the water level in the meridian plane, the type of surfaces depending on the governing parameters of the problem. Expressions are obtained for the angles of inclination of the principal axes. For small deviations from equilibrium, due to a difference in the gravitational forces and Archimedes forces, motion of the ring occurs, governed by the inclination of the principal axes and the nature of change (increase or reduction) in the average density of the ring, determined by the ratio of the rates of diffusion of heat and salt. The displacement along the parallel comprises geostrophic motion, for the velocity of which an analytical expression is obtained. The displacement along the meridian comprises motion over an inclined plane. An analytical expression is given that relates the change in the depth of the centre of mass of the ring to the velocity of motion along the meridian through the angle of inclination of the principal axes of the ring. This explains the motion of both types of Gulf Stream ring to the south-west and of the Oyasio ring to the north-east.  相似文献   

19.
The distinctive features of the loss of stability of elastic solids which undergo phase transitions are investigated for the case of small deformations. The non-uniqueness of the solution of the boundary-value problem for the describing of the thermodynamic equilibrium of a two-phase body is caused by the non-linearity associated with the unknown interface. The solution can be chosen by comparing the potential energies of the body in the two-phase and single phase states and by analysing of the local stability of the two-phase states. A linearized boundary-value problem is formulated which describes infinitesimal small perturbations of an initial two-phase state which is in thermodynamic equilibrium. Analysis of the stability of the two-phase state reduces to an investigation of the bifurcation points and the behaviour of the small solutions of the system of integrodifferential equations in terms of functions describing the perturbations of the interface. The problem of the non-uniqueness and loss of stability of centrisymmetric equilibrium two-phase deformations is investigated as an example. A theorem concerning the number of centrisymmetric solutions is proved. The energy changes accompanying the formation and development of two-phase states and the stability of the solutions obtained are investigated. The concept of topological instability as a bifurcation is introduced, as a result of which the type of geometry of a solution of the boundary-value problem changes and surfaces of separation of the phases actually appear and disappear. Macrodiagrams of the deformational are constructed which demonstrate the effect of deformation softening in the path of a phase transition.  相似文献   

20.
A reversible mechanical system which allows of first integrals is studied. It is established that, for symmetric motions, the constants of the asymmetric integrals are equal to zero. The form of the integrals of a reversible linear periodic system corresponding to zero characteristic exponents and the structure of the corresponding Jordan Boxes are investigated. A theorem on the non-existence of an additional first integral and a theorem on the structural stabilities of having a symmetric periodic motion (SPM) are proved for a system with m symmetric and k asymmetric integrals. The dependence of the period of a SPM on the constants of the integrals is investigated. Results of the oscillations of a quasilinear system in degenerate cases are presented. Degeneracy and the principal resonance: bifurcation with the disappearance of the SPM and the birth of two asymmetric cycles, are investigated. A heavy rigid body with a single fixed point is studied as the application of the results obtained. The Euler-Poisson equations are used. In the general case, the energy integral and the geometric integral are symmetric while the angular momentum integral turns out to be asymmetric. In the special case, when the centre of gravity of the body lies in the principal plane of the ellipsoid of inertia, all three classical integrals become symmetric. It is ascertained here that any SPM of a body contains four zero characteristic exponents, of which two are simple and two form a Jordan Box. In typical situation, the remaining two characteristic exponents are not equal to zero. All of the above enables one to speak of an SPM belonging to a two-parameter family and the absence of an additional first integral. It is established that a body also executes a pendulum motion in the case when the centre of gravity is close to the principal plane of the ellipsoid of inertia.  相似文献   

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