全文获取类型
收费全文 | 2144篇 |
免费 | 395篇 |
国内免费 | 134篇 |
专业分类
化学 | 573篇 |
晶体学 | 21篇 |
力学 | 302篇 |
综合类 | 33篇 |
数学 | 1352篇 |
物理学 | 392篇 |
出版年
2024年 | 2篇 |
2023年 | 8篇 |
2022年 | 33篇 |
2021年 | 47篇 |
2020年 | 45篇 |
2019年 | 99篇 |
2018年 | 77篇 |
2017年 | 119篇 |
2016年 | 130篇 |
2015年 | 137篇 |
2014年 | 118篇 |
2013年 | 235篇 |
2012年 | 112篇 |
2011年 | 125篇 |
2010年 | 122篇 |
2009年 | 121篇 |
2008年 | 118篇 |
2007年 | 128篇 |
2006年 | 116篇 |
2005年 | 115篇 |
2004年 | 92篇 |
2003年 | 103篇 |
2002年 | 82篇 |
2001年 | 81篇 |
2000年 | 75篇 |
1999年 | 89篇 |
1998年 | 43篇 |
1997年 | 35篇 |
1996年 | 16篇 |
1995年 | 5篇 |
1994年 | 8篇 |
1993年 | 3篇 |
1992年 | 3篇 |
1991年 | 2篇 |
1990年 | 3篇 |
1989年 | 1篇 |
1988年 | 5篇 |
1987年 | 1篇 |
1986年 | 1篇 |
1985年 | 7篇 |
1983年 | 1篇 |
1982年 | 3篇 |
1981年 | 2篇 |
1979年 | 3篇 |
1978年 | 1篇 |
1959年 | 1篇 |
排序方式: 共有2673条查询结果,搜索用时 8 毫秒
191.
Pricing strategies for perishable products: the case of Vienna and the hotel reservation system hrs.com 总被引:1,自引:0,他引:1
Jörg Schütze 《Central European Journal of Operations Research》2008,16(1):43-66
Consider a retailer who sells perishable products for which there is uncertain demand. Yield management with dynamic pricing
is a standard practice that firms use for revenue management. For perishable products, recent analysis has focused on the
distribution of flight capacity, referred to as ticket sales. Other non- storable, non-transportable, immaterial hospitality products include hotel capacity. The article discusses the
extent to which hotel pricing strategies vary within the internet distribution system hrs.com. This study focuses on the distribution
of hotel rooms available for booking on the internet for Vienna and gives an outlook to Euroland capitals. The main research
interests are the underlying pricing models and the setting of the end price. Data was taken from hrs.com, which is the most
important specialist for hotel room internet distribution in Germany according to recent studies by KMPG and others. The results
include the identification of different pricing strategy clusters with regard to hotel category and hotel availability over
a 22-day period for Vienna and one city from all Euroland countries (the capitals were studied for all cases except for the
Netherlands, for which data was collected for Amsterdam). The study took the arrival days Mondays, Tuesdays, Wednesdays and
Thursdays into account, and used data for all these days from the 11th of July, 2005, to the 10th of October, 2005, for Vienna,
and the first and the last of these dates as a comparison base for the other Euroland cities. 相似文献
192.
In Ma, Wu, Eatock Taylor [Finite element simulation of fully non‐linear interaction between vertical cylinders and steep waves. Part 1: methodology and numerical procedure. International Journal for Numerical Methods in Fluids 2001], designated Part 1 hereafter, we have developed the methodology and solution procedure for simulating the three‐dimensional interaction between fixed bodies and steep waves based on a finite element method (FEM). This paper provides extensive numerical results and validation. The effectiveness of the radiation condition is investigated by comparing the results from short and long tanks; the accuracy of the computed data is confirmed through comparison with analytical solutions. The adopted mathematical model is also validated by comparing the obtained numerical results with experimental data. Various test cases, including non‐linear bichromatic and irregular waves and the interactions between waves and one or two cylinders, are analysed. Copyright © 2001 John Wiley & Sons, Ltd. 相似文献
193.
194.
195.
We study a two-period intertemporal pricing game in a single-server service system with forward-looking strategic customers who make their purchase decision based on current information and anticipated future gains. Subgame perfect Nash equilibrium (SPNE) prices are derived. A comparison between revenue-maximizing equilibrium prices and welfare-maximizing equilibrium prices is conducted and the impact on the system’s performance of misunderstanding customers’ type is evaluated. 相似文献
196.
We evaluate two coordinate transformation techniques in combination with grid stretching for pricing basket options in a sparse grid setting. The sparse grid technique is a basic technique for solving a high-dimensional partial differential equation. By creating a small hypercube sub-grid in the ‘composite’ sparse grid we can also determine hedge parameters accurately. We evaluate these techniques for multi-asset examples with up to five underlying assets in the basket. 相似文献
197.
198.
Paula Cerejeiras Uwe Kähler Vladislav V. Kravchenko 《Mathematical Methods in the Applied Sciences》2008,31(14):1722-1738
A general scheme for factorizing second‐order time‐dependent operators of mathematical physics is given, which allows a reduction of corresponding second‐order equations to biquaternionic equations of first order. Examples of application of the proposed scheme are presented for both constant and variable coefficients. Copyright © 2008 John Wiley & Sons, Ltd. 相似文献
199.
Ana Margarida Monteiro Reha H. Tütüncü Luís N. Vicente 《European Journal of Operational Research》2008
We present a new approach to estimate the risk-neutral probability density function (pdf) of the future prices of an underlying asset from the prices of options written on the asset. The estimation is carried out in the space of cubic spline functions, yielding appropriate smoothness. The resulting optimization problem, used to invert the data and determine the corresponding density function, is a convex quadratic or semidefinite programming problem, depending on the formulation. Both of these problems can be efficiently solved by numerical optimization software. 相似文献
200.
Computing semiparametric bounds for option prices is a widely studied pricing technique. In contrast to parametric pricing techniques, such as Monte-Carlo simulations, semiparametric pricing techniques do not require strong assumptions about the underlying asset price distribution. We extend classical results in this area. Specifically, we derive closed-form semiparametric bounds for the payoff of a European call option, given up to third-order moment (i.e., mean, variance, and skewness) information on the underlying asset price. We analyze how these bounds tighten the corresponding bounds, when only second-order moment (i.e., mean and variance) information is provided. We describe applications of these results in the context of option pricing; as well as in other areas such as inventory management, and actuarial science. 相似文献