全文获取类型
收费全文 | 2461篇 |
免费 | 305篇 |
国内免费 | 127篇 |
专业分类
化学 | 628篇 |
晶体学 | 12篇 |
力学 | 56篇 |
综合类 | 47篇 |
数学 | 1549篇 |
物理学 | 601篇 |
出版年
2024年 | 2篇 |
2023年 | 13篇 |
2022年 | 41篇 |
2021年 | 66篇 |
2020年 | 81篇 |
2019年 | 80篇 |
2018年 | 71篇 |
2017年 | 91篇 |
2016年 | 102篇 |
2015年 | 63篇 |
2014年 | 109篇 |
2013年 | 260篇 |
2012年 | 162篇 |
2011年 | 147篇 |
2010年 | 119篇 |
2009年 | 137篇 |
2008年 | 151篇 |
2007年 | 158篇 |
2006年 | 131篇 |
2005年 | 111篇 |
2004年 | 90篇 |
2003年 | 109篇 |
2002年 | 76篇 |
2001年 | 55篇 |
2000年 | 64篇 |
1999年 | 58篇 |
1998年 | 48篇 |
1997年 | 40篇 |
1996年 | 39篇 |
1995年 | 26篇 |
1994年 | 32篇 |
1993年 | 26篇 |
1992年 | 22篇 |
1991年 | 15篇 |
1990年 | 7篇 |
1989年 | 13篇 |
1988年 | 7篇 |
1987年 | 14篇 |
1986年 | 5篇 |
1985年 | 7篇 |
1984年 | 6篇 |
1983年 | 4篇 |
1982年 | 6篇 |
1981年 | 5篇 |
1980年 | 5篇 |
1979年 | 4篇 |
1977年 | 4篇 |
1976年 | 2篇 |
1973年 | 3篇 |
1959年 | 2篇 |
排序方式: 共有2893条查询结果,搜索用时 15 毫秒
91.
Introducing a surrender option in unit-linked life insurance contracts leads to a dependence between the surrender time and the financial market. [J. Barbarin, Risk minimizing strategies for life insurance contracts with surrender option, Tech. rep., University of Louvain-La-Neuve, 2007] used a lot of concepts from credit risk to describe the surrender time in order to hedge such types of contracts. The basic assumption made by Barbarin is that the surrender time is not a stopping time with respect to the financial market.The goal of this article is to make the hedging strategies more explicit by introducing concrete processes for the risky asset and by restricting the hazard process to an absolutely continuous process.First, we assume that the risky asset follows a geometric Brownian motion. This extends the theory of [T. Møller, Risk-minimizing hedging strategies for insurance payment processes, Finance and Stochastics 5 (2001) 419–446], in that the random times of payment are not independent of the financial market. Second, the risky asset follows a Lévy process.For both cases, we assume the payment process contains a continuous payment stream until surrender or maturity and a payment at surrender or at maturity, whichever comes first. 相似文献
92.
We consider a repairable product with known market entry and departure times. A warranty policy is offered with product purchase, under which a customer can have a failed item repaired free of charge in the warranty period. It is assumed that customers are heterogeneous in their risk attitudes toward uncertain repair costs incurred after the warranty expires. The objective is to determine a joint dynamic pricing and warranty policy for the lifetime of the product, which maximizes the manufacturer’s expected profit. In the first part of the analysis, we consider a linearly decreasing price function and a constant warranty length. We first study customers’ purchase patterns under several different pricing strategies by the manufacturer and then discuss the optimal pricing and warranty strategy. In the second part, we assume that the warranty length can be altered once during the product lifetime in developing a joint pricing and warranty policy. Numerical studies show that a dynamic warranty policy can significantly outperform a fixed-length warranty policy. 相似文献
93.
This paper analyzes the impact of dynamic pricing on the single product economic order decision of a monopolist retailer. Items are procured from an external supplier according to the economic order quantity (EOQ) model and are sold to customers on a single market without competition following the simple monopolist pricing problem. Coordinated decision making of optimal pricing and ordering is influenced by operating costs – including ordering and inventory holding costs – and the demand rate obtained from a price response function. The retailer is allowed to vary the selling price, either in a fixed number of discrete points in time or continuously. While constant and continuous pricing have received much attention in the literature, problems with a limited number of price changes are rather rare. This paper illustrates the benefit of dynamically changing prices to achieve operational efficiency in the EOQ model, that is to trigger high demand rates when inventories are high. We provide structural properties of the optimal time instants when the price should be changed. Taking into account costs for changes in price, it provides numerical guidance on number, timing, and size of price changes during an order cycle. Numerical examples show that the benefits of dynamic pricing in an EOQ framework can be achieved with only a few price changes and that products being unprofitable under static pricing may become profitable under dynamic pricing. 相似文献
94.
根据06~07年间全国主要滑雪场的门市价和季卡价,首先运用EVIEWS6计量软件做出散点图、残差分析图以及残差的自相关-偏相关图,然后运用最小二乘估计方法确定回归方程系数,建立回归和序列组合模型,并将滑雪场的门市价代入相应方程计算出季卡付费方式下滑雪场应制定的最优价格,最后做相应的误差分析并总结本文模型的优点与不足. 相似文献
95.
Mohamed El Otmani 《Journal of Theoretical Probability》2009,22(3):601-619
In this paper, we study the reflected solution of one-dimensional backward stochastic differential equation driven by Teugels
martingales and an independent Brownian motion. We prove the existence and uniqueness of the solution using a penalization
method combined with Snell envelope theory.
相似文献
96.
We present a novel numerical scheme for the valuation of options under a well‐known jump‐diffusion model. European option pricing for such a case satisfies a 1 + 2 partial integro‐differential equation (PIDE) including a double integral term, which is nonlocal. The proposed approach relies on nonuniform meshes with a focus on the discontinuous and degenerate areas of the model and applying quadratically convergent finite difference (FD) discretizations via the method of lines (MOL). A condition for observing the time stability of the fully discretized problem is given. Also, we report results of numerical experiments. 相似文献
97.
Stefania Corsaro Ioannis Kyriakou Daniele Marazzina Zelda Marino 《European Journal of Operational Research》2019,272(3):1082-1095
In this paper, we present a transform-based algorithm for pricing discretely monitored arithmetic Asian options with remarkable accuracy in a general stochastic volatility framework, including affine models and time-changed Lévy processes. The accuracy is justified both theoretically and experimentally. In addition, to speed up the valuation process, we employ high-performance computing technologies. More specifically, we develop a parallel option pricing system that can be easily reproduced on parallel computers, also realized as a cluster of personal computers. Numerical results showing the accuracy, speed and efficiency of the procedure are reported in the paper. 相似文献
98.
借鉴中小制造型企业(SMPEs)在线渠道预售模式,考虑市场中存在预付订金和不预付订金的顾客,并将其退货情况引入到生产商利润表达式中,构建确定性和随机性市场需求下的SMPEs产品销售利润最大化模型,推导生产商产品最优定价的解析解;对比两种销售模式的利润,得到了生产商选择不同销售策略的条件。进一步考虑预付定金的产品数量、预交定金比例、退货数量是关于价格折扣敏感的情况,采用拉格朗日乘子法对生产商产品定价及优化问题进行研究,分析求得生产商销售策略(产品定价和价格折扣)的近似最优解。最后,通过数值算例对研究结论进行了验证并给出经济学解释。 相似文献
99.
The optimal performance of heat-driven binary separation processes with linear phenomenological heat transfer law(q∝△(T-1)) is analyzed by taking the processes as heat engines which work between high-and low-temperature reservoirs and produce enthalpy and energy flows out of the system,and the temperatures of the heat reservoirs are assumed to be time-and space-variables.A numerical method is employed to solve convex optimization problem and Lagrangian function is employed to solve the average optimal contr... 相似文献
100.