全文获取类型
收费全文 | 480篇 |
免费 | 31篇 |
国内免费 | 7篇 |
专业分类
化学 | 20篇 |
晶体学 | 1篇 |
力学 | 4篇 |
综合类 | 15篇 |
数学 | 443篇 |
物理学 | 35篇 |
出版年
2023年 | 3篇 |
2022年 | 8篇 |
2021年 | 12篇 |
2020年 | 13篇 |
2019年 | 11篇 |
2018年 | 10篇 |
2017年 | 15篇 |
2016年 | 28篇 |
2015年 | 9篇 |
2014年 | 20篇 |
2013年 | 74篇 |
2012年 | 31篇 |
2011年 | 32篇 |
2010年 | 45篇 |
2009年 | 29篇 |
2008年 | 39篇 |
2007年 | 31篇 |
2006年 | 20篇 |
2005年 | 23篇 |
2004年 | 8篇 |
2003年 | 14篇 |
2002年 | 16篇 |
2001年 | 6篇 |
2000年 | 10篇 |
1999年 | 2篇 |
1998年 | 1篇 |
1997年 | 1篇 |
1996年 | 1篇 |
1995年 | 3篇 |
1994年 | 1篇 |
1992年 | 1篇 |
1985年 | 1篇 |
排序方式: 共有518条查询结果,搜索用时 15 毫秒
71.
72.
考虑消费者具有低碳产品偏好的情况,研究需求随机且受减排影响的期权契约,建立了由单个制造商和单个零售商组成的供应链模型。该模型中制造商处主导地位,零售商处追随地位,制造商首先提出期权契约,零售商购买期权。求解发现,由于传统双重边际化效应的存在,只有当零售价格等于期权执行价格时,才能达到供应链的协调,这时零售商利润为负,不满足参与约束。为此,从降低期权执行价格的角度,对期权契约进行补充,增加了成本共担条款。研究表明,减排成本共担的期权契约能够实现供应链的协调。最后利用算例验证了结论,计算了制造商和零售商利润及零售商分担的减排成本比例随期权价格和期权执行价格的变化情况,并对减排难度系数的敏感性做了分析。 相似文献
73.
利用分析方法得到了跳扩散模型下美式看涨、看跌期权的价格和最佳实施边界间的对称性公式.美式看涨和看跌期权价格问的对称关系通常是利用概率理论得到,这里给出了这些结果在跳扩散模型下的另一种证明.此外,由本文所得结果和偏微分方程理论,可以得到跳扩散模型下美式看涨期权的最佳实施边界以及永久美式期权的若干性质. 相似文献
74.
S. Gounden 《Applied mathematics and computation》2010,217(7):2923-2936
Average pricing is one of the main ingredients in determining the payoff associated with an Asian option. Since its beginnings in 1980 much has been written on the European-style Asian, especially with a fixed strike. In this article, we extend the work of Zhu to this exotic option. We present an analytic formula pricing an American-style Asian option of floating type. We also extend a symmetry result established by Henderson and Wojakowski. 相似文献
75.
We examine the two-phase phenomenon described by Plerou, Gopikrishnan, and Stanley (2003) [1] in the KOSPI 200 options market, one of the most liquid options markets in the world. By analysing a unique intraday dataset that contains information about investor type for each trade and quote, we find that the two-phase phenomenon is generated primarily by domestic individual investors, who are generally considered to be uninformed and noisy traders. In contrast, our empirical results indicate that trades by foreign institutions, who are generally considered informed and sophisticated investors, do not exhibit two-phase behaviour. 相似文献
76.
77.
Peter Buchen 《Applied Mathematical Finance》2013,20(6):497-515
Abstract We consider in this article the arbitrage free pricing of double knock-out barrier options with payoffs that are arbitrary functions of the underlying asset, where we allow exponentially time-varying barrier levels in an otherwise standard Black–Scholes model. Our approach, reminiscent of the method of images of electromagnetics, considerably simplifies the derivation of analytical formulae for this class of exotics by reducing the pricing of any double-barrier problem to that of pricing a related European option. We illustrate the method by reproducing the well-known formulae of Kunitomo and Ikeda (1992) for the standard knock-out double-barrier call and put options. We give an explanation for the rapid rate of convergence of the doubly infinite sums for affine payoffs in the stock price, as encountered in the pricing of double-barrier call and put options first observed by Kunitomo and Ikeda (1992). 相似文献
78.
Hans-Peter Bermin 《Applied Mathematical Finance》2013,20(6):513-534
Abstract In this article we apply the Flesaker–Hughston approach to invert the yield curve and to price various options by letting the randomness in the economy be driven by a process closely related to the short rate, called the abstract short rate. This process is a pure deterministic translation of the short rate itself, and we use the deterministic shift to calibrate the models to the initial yield curve. We show that we can solve for the shift needed in closed form by transforming the problem to a new probability measure. Furthermore, when the abstract short rate follows a Cox–Ingersoll–Ross (CIR) process we compute bond option and swaption prices in closed form. We also propose a short-rate specification under the risk-neutral measure that allows the yield curve to be inverted and is consistent with the CIR dynamics for the abstract short rate, thus giving rise to closed form bond option and swaption prices. 相似文献
79.
Sai Hung Marten Ting 《Applied Mathematical Finance》2013,20(6):595-613
AbstractIn this paper we derive asymptotic expansions for Australian options in the case of low volatility using the method of matched asymptotics. The expansion is performed on a volatility scaled parameter. We obtain a solution that is of up to the third order. In case that there is no drift in the underlying, the solution provided is in closed form, for a non-zero drift, all except one of the components of the solutions are in closed form. Additionally, we show that in some non-zero drift cases, the solution can be further simplified and in fact written in closed form as well. Numerical experiments show that the asymptotic solutions derived here are quite accurate for low volatility. 相似文献
80.
Géraldine Bouveret 《Applied Mathematical Finance》2013,20(3):222-256
ABSTRACTWe consider, within a Markovian complete financial market, the problem of finding the least expensive portfolio process meeting, at each payment date, three different types of risk criterion. Two of them encompass an expected utility-based measure and a quantile hedging constraint imposed at inception on all the future payment dates, while the other one is a quantile hedging constraint set at each payment date over the next one. The quantile risk measures are defined with respect to a stochastic benchmark and the expected utility-based constraint is applied to random payment dates. We explicit the Legendre-Fenchel transform of the pricing function. We also provide, for each quantile hedging problem, a backward dual algorithm allowing to compute their associated value function by backward recursion. The algorithms are illustrated with a numerical example. 相似文献