全文获取类型
收费全文 | 651篇 |
免费 | 23篇 |
国内免费 | 10篇 |
专业分类
化学 | 2篇 |
晶体学 | 1篇 |
力学 | 5篇 |
数学 | 561篇 |
物理学 | 115篇 |
出版年
2023年 | 5篇 |
2022年 | 7篇 |
2021年 | 7篇 |
2020年 | 41篇 |
2019年 | 41篇 |
2018年 | 25篇 |
2017年 | 23篇 |
2016年 | 17篇 |
2015年 | 28篇 |
2014年 | 48篇 |
2013年 | 101篇 |
2012年 | 26篇 |
2011年 | 31篇 |
2010年 | 19篇 |
2009年 | 32篇 |
2008年 | 31篇 |
2007年 | 38篇 |
2006年 | 27篇 |
2005年 | 18篇 |
2004年 | 10篇 |
2003年 | 13篇 |
2002年 | 13篇 |
2001年 | 15篇 |
2000年 | 17篇 |
1999年 | 8篇 |
1998年 | 6篇 |
1997年 | 5篇 |
1996年 | 2篇 |
1995年 | 1篇 |
1994年 | 1篇 |
1993年 | 2篇 |
1992年 | 8篇 |
1990年 | 1篇 |
1989年 | 2篇 |
1988年 | 1篇 |
1986年 | 2篇 |
1985年 | 1篇 |
1984年 | 1篇 |
1983年 | 3篇 |
1982年 | 1篇 |
1980年 | 2篇 |
1979年 | 2篇 |
1977年 | 1篇 |
1974年 | 1篇 |
排序方式: 共有684条查询结果,搜索用时 62 毫秒
111.
112.
We provide new closed‐form approximations for the pricing of spread options in three specific instances of exponential Lévy markets, ie, when log‐returns are modeled as Brownian motions (Black‐Scholes model), variance gamma processes (VG model), or normal inverse Gaussian processes (NIG model). For the specific case of exchange options (spread options with zero strike), we generalize the well‐known Margrabe formula (1978) that is valid in a Black‐Scholes model to the VG model under a homogeneity assumption. 相似文献
113.
We give a complete characterization, including a Lévy–Itô decomposition, of Poincaré-invariant Markov processes on
, the relativistic phase space in 1+1 spacetime dimensions. Then, by means of such processes, we construct Poincaré-invariant Gaussian random fields, and we prove a no-go theorem for the random fields corresponding to Brownian motions on
. 相似文献
114.
Ilya Pavlyukevich 《商业与工业应用随机模型》2008,24(1):65-82
Let Xε(x) be a solution of a stochastic differential equation , where L is a Lévy process with heavy tails. In the limit of the scale parameter ε ↓ 0 we determine the finite horizon ruin probability P . Copyright © 2007 John Wiley & Sons, Ltd. 相似文献
115.
Ernst Eberlein M’hamed Eddahbi S. M. Lalaoui Ben Cherif 《Applied Mathematical Finance》2016,23(3):236-260
The aim of this article is to compute Greeks, i.e. price sensitivities in the framework of the Lévy LIBOR model. Two approaches are discussed. The first approach is based on the integration-by-parts formula, which lies at the core of the application of the Malliavin calculus to finance. The second approach consists of using Fourier-based methods for pricing derivatives. We illustrate the result by applying the formula to a caplet price where the jump part of the driving process of the underlying model is given by a time–inhomogeneous Gamma process and alternatively by a Variance Gamma process. 相似文献
116.
We consider the at-the-money (ATM) strike derivative of implied volatility as the maturity tends to zero. Our main results quantify the behaviour of the slope for infinite activity exponential Lévy models including a Brownian component. As auxiliary results, we obtain asymptotic expansions of short maturity ATM digital call options, using Mellin transform asymptotics. Finally, we discuss when the ATM slope is consistent with the steepness of the smile wings, as given by Lee’s moment formula. 相似文献
117.
B. Buonaguidi P. Muliere 《Stochastics An International Journal of Probability and Stochastic Processes》2016,88(7):1099-1113
We study the Bayesian problem of sequential testing of two simple hypotheses about the Lévy-Khintchine triplet of a Lévy process, having diffusion component, represented by a Brownian motion with drift, and jump component of finite variation. The method of proof consists of reducing the original optimal stopping problem to a free-boundary problem. We show it is characterized by a second order integro-differential equation, that the unknown value function solves on the continuation region, and by the smooth fit principle, which holds at the unknown boundary points. Several examples are presented. 相似文献
118.
This paper is devoted to asymptotic analysis for a multi-dimensional risk model with a general dependence structure and stochastic return driven by a geometric Lévy process. We take into account both the dependence among the claim sizes from different lines of businesses and that between the claim sizes and their common claim-number process. Under certain mild technical conditions, we obtain for two types of ruin probabilities precise asymptotic expansions which hold uniformly for the whole time horizon. 相似文献
119.
Nataliya V. Smorodina 《Acta Appl Math》2007,97(1-3):239-250
Let ξ(t),t∈[0,1] be a strictly stable Lévy process with the index of stability α∈(0,2). By ℘
ξ
we denote the law of ξ in the Skorokhod space
. For arbitrary ξ we construct ℘
ξ
-quasi-invariant semigroup of transformations of
. Under some nondegeneracy condition on the spectral measure of the stable process we construct ℘
ξ
-quasi-invariant group of transformations of
. In symmetric case this group is a group of the invariant transformations.
相似文献
120.
A suitable canonical Lévy process is constructed in order to study a Malliavin calculus based on a chaotic representation property of Lévy processes proved by Itô using multiple two-parameter integrals. In this setup, the two-parameter derivative Dt,x is studied, depending on whether x=0 or x≠0; in the first case, we prove a chain rule; in the second case, a formula by trajectories. 相似文献