全文获取类型
收费全文 | 409篇 |
免费 | 17篇 |
国内免费 | 18篇 |
专业分类
化学 | 3篇 |
综合类 | 3篇 |
数学 | 251篇 |
物理学 | 11篇 |
综合类 | 176篇 |
出版年
2024年 | 2篇 |
2023年 | 1篇 |
2022年 | 7篇 |
2021年 | 6篇 |
2020年 | 8篇 |
2019年 | 4篇 |
2018年 | 9篇 |
2017年 | 15篇 |
2016年 | 7篇 |
2015年 | 7篇 |
2014年 | 18篇 |
2013年 | 30篇 |
2012年 | 24篇 |
2011年 | 23篇 |
2010年 | 27篇 |
2009年 | 34篇 |
2008年 | 35篇 |
2007年 | 28篇 |
2006年 | 21篇 |
2005年 | 21篇 |
2004年 | 23篇 |
2003年 | 18篇 |
2002年 | 14篇 |
2001年 | 9篇 |
2000年 | 5篇 |
1999年 | 12篇 |
1998年 | 4篇 |
1997年 | 4篇 |
1996年 | 3篇 |
1995年 | 4篇 |
1994年 | 3篇 |
1993年 | 2篇 |
1992年 | 1篇 |
1991年 | 1篇 |
1990年 | 1篇 |
1989年 | 2篇 |
1988年 | 1篇 |
1987年 | 1篇 |
1986年 | 1篇 |
1982年 | 1篇 |
1981年 | 2篇 |
1980年 | 1篇 |
1979年 | 1篇 |
1978年 | 1篇 |
1977年 | 1篇 |
1976年 | 1篇 |
排序方式: 共有444条查询结果,搜索用时 0 毫秒
231.
232.
Li Shujin Li Shenghong 《高校应用数学学报(英文版)》2006,21(4):383-396
The purpose of present work is to examine the financial problem of finding the universal reservation prices of a European call option written on exchange rate when there is proportional transaction costs of trading foreign currency in the market. An approach is suggested to compute the reservation bid-ask price of foreign currency call option based on maximizing the investor's expected utility. Option prices are determined from the investor's basic portfolio selection problem, without the need to solve a more complex optimization problem involving the insertion of the option payoffs into the terminal value function. Option prices are computed numerically in a Markov chain approximation for the case of exponential utility. Numerical results show that the option price bounds are almost independent of the alternative risk aversion parameter, but the bounds of NT region becomes narrower and the range of values of the initial holding for which the fair price lies within the bid-ask spread is shifted to a lower value when the risk aversion parameter increases. 相似文献
233.
本文在分析Markowitz组合投资的基础上,建立考虑交易费用的收益偏差平方和极小化和收益率极大化的动态资产的投资组合模型.通过调整多期投资组合各期的投资数量,保障投资者根据股票市场变化进行易于操作的、相对合理的投资调整策略,为投资者进行风险管理提供决策依据.最后通过释例进行了说明. 相似文献
234.
This paper presents a new asset allocation model based on the CVaR risk measure and transaction costs. Institutional investors manage their strategic asset mix over time to achieve favorable returns subject to various uncertainties, policy and legal constraints, and other requirements. One may use a multi-period portfolio optimization model in order to determine an optimal asset mix. Recently, an alternative stochastic programming model with simulated paths was proposed by Hibiki [N. Hibiki, A hybrid simulation/tree multi-period stochastic programming model for optimal asset allocation, in: H. Takahashi, (Ed.) The Japanese Association of Financial Econometrics and Engineering, JAFFE Journal (2001) 89-119 (in Japanese); N. Hibiki A hybrid simulation/tree stochastic optimization model for dynamic asset allocation, in: B. Scherer (Ed.), Asset and Liability Management Tools: A Handbook for Best Practice, Risk Books, 2003, pp. 269-294], which was called a hybrid model. However, the transaction costs weren’t considered in that paper. In this paper, we improve Hibiki’s model in the following aspects: (1) The risk measure CVaR is introduced to control the wealth loss risk while maximizing the expected utility; (2) Typical market imperfections such as short sale constraints, proportional transaction costs are considered simultaneously. (3) Applying a genetic algorithm to solve the resulting model is discussed in detail. Numerical results show the suitability and feasibility of our methodology. 相似文献
235.
A numerical method for European Option Pricing with transaction costs nonlinear equation 总被引:1,自引:0,他引:1
This paper deals with the construction of a finite difference scheme and the numerical analysis of its solution for a nonlinear Black–Scholes partial differential equation modelling stock option pricing in the realistic case when transaction costs arising in the hedging of portfolios are taken into account. The analysed model is the Barles–Soner one for which an appropriate fully nonlinear numerical method has not still applied. After construction of the numerical solution, consistency and stability are studied and some illustrative examples are included. 相似文献
236.
American options are studied in a general discrete market in the presence of proportional transaction costs, modelled as bid-ask
spreads. Pricing algorithms and constructions of hedging strategies, stopping times and martingale representations are presented
for short (seller’s) and long (buyer’s) positions in an American option with an arbitrary payoff. This general approach extends
the special cases considered in the literature concerned primarily with computing the prices of American puts under transaction
costs by relaxing any restrictions on the form of the payoff, the magnitude of the transaction costs or the discrete market
model itself. The largely unexplored case of pricing, hedging and stopping for the American option buyer under transaction
costs is also covered. The pricing algorithms are computationally efficient, growing only polynomially with the number of
time steps in a recombinant tree model. The stopping times realising the ask (seller’s) and bid (buyer’s) option prices can
differ from one another. The former is generally a so-called mixed (randomised) stopping time, whereas the latter is always
a pure (ordinary) stopping time. 相似文献
237.
Oberlain Nteukam T.Frédéric Planchet Pierre-E. Thérond 《Insurance: Mathematics and Economics》2011,48(2):161-175
In this paper, we are interested in hedging strategies which allow the insurer to reduce the risk to their portfolio of unit-linked life insurance contracts with minimum death guarantee. Hedging strategies are developed in the Black and Scholes model and in the Merton jump-diffusion model. According to the new frameworks (IFRS, Solvency II and MCEV), risk premium is integrated into our valuations. We will study the optimality of hedging strategies by comparing risk indicators (Expected loss, volatility, VaR and CTE) in relation to transaction costs and costs generated by the re-hedging error. We will analyze the robustness of hedging strategies by stress-testing the effect of a sharp rise in future mortality rates and a severe depreciation in the price of the underlying asset. 相似文献
238.
《Operations Research Letters》2020,48(1):86-92
This paper addresses the cost allocation problem that arises from an inventory system with multiple item and several agents that place joint orders according to an EOQ policy. In this setting, the cost per a new order has two components: a fixed cost and a variable cost. We assume that the variable part is given by a general function, not necessarily additive. We obtain the optimal policy and we evaluate some proposals of allocation rule for the ordering costs. 相似文献
239.
This paper deals with the problem of discrete time option pricing by a fractional subdiffusive Black–Scholes model. The price of the underlying stock follows a time-changed geometric fractional Brownian motion. By a mean self-financing delta-hedging argument, the pricing formula for the European call option in discrete time setting is obtained. 相似文献
240.
研究次扩散\,BS\,模型下的离散带交易费的期权定价问题. 引入作为标的股票价格的次扩散几何布朗运动. 在存在交易费的情况下, 利用离散时间平均自融资\,delta\,对冲策略得到欧式看涨期权的定价公式. 相似文献