全文获取类型
收费全文 | 742篇 |
免费 | 98篇 |
国内免费 | 17篇 |
专业分类
化学 | 10篇 |
力学 | 13篇 |
综合类 | 27篇 |
数学 | 715篇 |
物理学 | 92篇 |
出版年
2023年 | 2篇 |
2022年 | 26篇 |
2021年 | 29篇 |
2020年 | 29篇 |
2019年 | 24篇 |
2018年 | 19篇 |
2017年 | 33篇 |
2016年 | 46篇 |
2015年 | 15篇 |
2014年 | 51篇 |
2013年 | 42篇 |
2012年 | 59篇 |
2011年 | 43篇 |
2010年 | 57篇 |
2009年 | 38篇 |
2008年 | 38篇 |
2007年 | 42篇 |
2006年 | 39篇 |
2005年 | 48篇 |
2004年 | 32篇 |
2003年 | 27篇 |
2002年 | 29篇 |
2001年 | 24篇 |
2000年 | 12篇 |
1999年 | 7篇 |
1998年 | 6篇 |
1997年 | 7篇 |
1996年 | 1篇 |
1995年 | 3篇 |
1994年 | 2篇 |
1993年 | 3篇 |
1992年 | 3篇 |
1991年 | 2篇 |
1989年 | 3篇 |
1988年 | 2篇 |
1987年 | 3篇 |
1986年 | 1篇 |
1985年 | 3篇 |
1984年 | 3篇 |
1983年 | 2篇 |
1976年 | 2篇 |
排序方式: 共有857条查询结果,搜索用时 15 毫秒
1.
William J. Reed 《Natural Resource Modeling》1989,3(4):463-480
It is assumed that the probability of destruction of a biological asset by natural hazards can be reduced through investment in protection. Specifically a model, in which the hazard rate depends on both the age of the asset and the accumulated invested protection capital, is assumed. The protection capital depreciates through time and its effectiveness in reducing the hazard rate is subject to diminishing returns. It is shown how the investment schedule to maximize the expected net present value of the asset can be determined using the methods of deterministic optimal control, with the survival probability regarded as a state variable. The optimal investment pattern involves “bang-bang-singular” control. A numerical scheme for determining jointly the optimal investment policy and the optimal harvest (or replacement) age is outlined and a numerical example involving forest fire protection is given. 相似文献
2.
本文把数学和管理科学有机结合,为数学应用提出问题,得出新结果,推广了J.Michel
Harrison(1985)[1]第43页的命题27,并给出了在金融中的应用. 相似文献
3.
4.
The paper deals with the riskiness analysis for a large portfolio of life annuities. By means of the limiting distribution of the present value of the portfolio, in the first part of the paper a model for evaluating the investment and the projection risks is presented. In the second part, with regard to the investment risk's effects, the insolvency risk is measured considering the cumulative probability distribution function of the discounted average cost per policy. Copyright © 2003 John Wiley & Sons, Ltd. 相似文献
5.
证券投资组合的风险与收益 总被引:4,自引:1,他引:3
李淑锦 《数学的实践与认识》2002,32(4):602-604
本文利用概率统计原理对证券的投资组合能减轻所遇的风险作了讨论 ,并介绍了如何选择投资组合可使所遇风险达到最小 相似文献
6.
本文实证研究了创业投资产业与金融体系的内在关系,并对目前我国以银行为中心的金融体系下发展创业投资产业提出了一些建议. 相似文献
7.
Huseyin Ince 《Computational Management Science》2006,3(2):161-174
The nature of the financial time series is complex, continuous interchange of stochastic and deterministic regimes. Therefore,
it is difficult to forecast with parametric techniques. Instead of parametric models, we propose three techniques and compare
with each other. Neural networks and support vector regression (SVR) are two universally approximators. They are data-driven
non parametric models. ARCH/GARCH models are also investigated. Our assumption is that the future value of Istanbul Stock
Exchange 100 index daily return depends on the financial indicators although there is no known parametric model to explain
this relationship. This relationship comes from the technical analysis. Comparison shows that the multi layer perceptron networks
overperform the SVR and time series model (GARCH). 相似文献
8.
本文首先对回报率与交易量之间的关系进行了研究,发现并不存在非对称的数量关系,但存在双向的葛兰杰因果关系;同时将交易量对波动率的解释能力进行了研究,发现在沪市交易量对波动率具有解释力,而在深市交易量对波动率没有解释力。 相似文献
9.
给出动态随机弹性的概念及运算性质,讨论了动态随机弹性在期权定价模型中的应用.主要结果有:(1)在波动率为常数时,期权价格对的弹性,得到了动态随机弹性服从运动,并给出了相应的经济解释;(2)由于波动率一般不是常数,也是随机过程,因此本文进一步研究了期权价格对波动率的弹性,就股票价格的波动情况给出了数学描述和金融意义上的解释. 相似文献
10.
In this paper, we consider the optimal investment strategy which maximizes the utility of the terminal wealth of an insurer with SAHARA utility functions. This class of utility functions has non-monotone absolute risk aversion, which is more flexible than the CARA and CRRA utility functions. In the case that the risk process is modeled as a Brownian motion and the stock process is modeled as a geometric Brownian motion, we get the closed-form solutions for our problem by the martingale method for both the constant threshold and when the threshold evolves dynamically according to a specific process. Finally, we show that the optimal strategy is state-dependent. 相似文献