全文获取类型
| 收费全文 | 679篇 |
| 免费 | 11篇 |
专业分类
| 财政金融 | 178篇 |
| 工业经济 | 13篇 |
| 计划管理 | 240篇 |
| 经济学 | 111篇 |
| 综合类 | 24篇 |
| 运输经济 | 13篇 |
| 旅游经济 | 5篇 |
| 贸易经济 | 56篇 |
| 农业经济 | 24篇 |
| 经济概况 | 26篇 |
出版年
| 2024年 | 2篇 |
| 2023年 | 11篇 |
| 2022年 | 11篇 |
| 2021年 | 16篇 |
| 2020年 | 24篇 |
| 2019年 | 34篇 |
| 2018年 | 20篇 |
| 2017年 | 28篇 |
| 2016年 | 28篇 |
| 2015年 | 18篇 |
| 2014年 | 37篇 |
| 2013年 | 90篇 |
| 2012年 | 24篇 |
| 2011年 | 35篇 |
| 2010年 | 25篇 |
| 2009年 | 48篇 |
| 2008年 | 33篇 |
| 2007年 | 30篇 |
| 2006年 | 29篇 |
| 2005年 | 23篇 |
| 2004年 | 17篇 |
| 2003年 | 18篇 |
| 2002年 | 14篇 |
| 2001年 | 13篇 |
| 2000年 | 14篇 |
| 1999年 | 10篇 |
| 1998年 | 8篇 |
| 1997年 | 3篇 |
| 1996年 | 5篇 |
| 1995年 | 4篇 |
| 1994年 | 2篇 |
| 1993年 | 3篇 |
| 1992年 | 1篇 |
| 1991年 | 3篇 |
| 1990年 | 2篇 |
| 1989年 | 1篇 |
| 1988年 | 1篇 |
| 1987年 | 1篇 |
| 1986年 | 2篇 |
| 1984年 | 1篇 |
| 1982年 | 1篇 |
排序方式： 共有690条查询结果，搜索用时 0 毫秒
91.
In many applications of regression‐based Monte Carlo methods for pricing, American options in discrete time parameters of the underlying financial model have to be estimated from observed data. In this paper suitably defined nonparametric regression‐based Monte Carlo methods are applied to paths of financial models where the parameters converge toward true values of the parameters. For various Black–Scholes, GARCH, and Levy models it is shown that in this case the price estimated from the approximate model converges to the true price. 相似文献
92.
In this article we introduce a linear–quadratic volatility model with co-jumps and show how to calibrate this model to a rich dataset. We apply GMM and more specifically match the moments of realized power and multi-power variations, which are obtained from high-frequency stock market data. Our model incorporates two salient features: the setting of simultaneous jumps in both return process and volatility process and the superposition structure of a continuous linear–quadratic volatility process and a Lévy-driven Ornstein–Uhlenbeck process. We compare the quality of fit for several models, and show that our model outperforms the conventional jump diffusion or Bates model. Besides that, we find evidence that the jump sizes are not normally distributed and that our model performs best when the distribution of jump-sizes is only specified through certain (co-) moment conditions. Monte Carlo experiments are employed to confirm this. 相似文献
93.
In this paper, we will present a multiple time step Monte Carlo simulation technique for pricing options under the Stochastic Alpha Beta Rho model. The proposed method is an extension of the one time step Monte Carlo method that we proposed in an accompanying paper Leitao et al. [Appl. Math. Comput. 2017, 293, 461–479], for pricing European options in the context of the model calibration. A highly efficient method results, with many very interesting and nontrivial components, like Fourier inversion for the sum of log-normals, stochastic collocation, Gumbel copula, correlation approximation, that are not yet seen in combination within a Monte Carlo simulation. The present multiple time step Monte Carlo method is especially useful for long-term options and for exotic options. 相似文献
94.
Traditional executive stock options are often criticized for inherently weak links between pay and performance. Hurdle rate
executive stock options represent a viable improvement. However, valuing these options presents extraordinary analytic difficulties.
With a constant dividend yield the strike price becomes a path-dependent function of the stock price and exact analytic valuation
is intractable. To solve this problem, we apply the Monte Carlo valuation approach developed by Longstaff and Schwartz (Rev
Financ Stud 4:113–147, 2001) to estimate the value of path-dependent American options. We also extend the methodology to incorporate
the theoretical framework by Ingersoll (J Bus 79:453–487, 2006) to permit subjective valuation influenced by an executive’s
risk aversion.
相似文献
| Charles Corrado (Corresponding author)Email: |
95.
Maria Lindbergson 《Scandinavian actuarial journal》2013,2013(1):79-94
By replacing the exponential growth in a Makeham function with a straight line at very high ages, graduated mortality rates gives an acceptable adherence to observed data. 相似文献
96.
Svein Nordbotten 《Scandinavian actuarial journal》2013,2013(1):60-64
Abstract In works on sample survey theory and methods the sample size is usually regarded as determined by the sampling procedure and the total cost of the survey. 相似文献
97.
Jinsoo Lee 《Asia-Pacific Financial Markets》2000,7(1):83-96
This study estimates the changes in volatility of the won/U.S. dollar dailyexchange rates before and after the Korean currency crisis, using the stochastic volatility model with the ARMAregression error term. We find that the persistence of volatility increased after the Koreancurrency crisis. 相似文献
98.
Peter Løchte Jørgensen 《European Journal of Finance》2013,19(7):595-619
Abstract This paper analyzes an explicit return smoothing mechanism which has recently been introduced as part of a new type of pension savings contract that has been offered by Danish life insurers. We establish the payoff function implied by the return smoothing mechanism and show that its probabilistic properties are accurately approximated by a suitably adapted lognormal distribution. The quality of the lognormal approximation is explored via a range of simulation-based numerical experiments, and we point to several other potential practical applications of the paper's theoretical results. 相似文献
99.
The analysis of systemic credit risk is one of the most important concerns within the financial system. Its complexity lies in adequately measuring how the transmission of systemic default spreads through assets or financial markets. The transmission structure of systemic credit risk across several European sectoral CDS is studied by dynamic Bayesian networks. The new approach allows for a more advanced analysis of systemic risk transmission, including long-term and more complex relationships. The modelling reveals as relevant only relationships between the original series and one- and two-lagged series. Network structure learning displays a robust and stationary underlying risk transmission structure, pointing to a consolidated transmission mechanism of systemic credit risk between CDSs. Between 5 % and 40 % of sectoral CDS series variances are explained by the network relationships. The modelling allows us to ascertain which relationships between the CDS series show positive (amplifier) and negative (reducer) effects of systemic risk transmission. 相似文献
100.
We discuss the application of gradient methods to calibrate mean reverting stochastic volatility models. For this we use formulas based on Girsanov transformations as well as a modification of the Bismut–Elworthy formula to compute the derivatives of certain option prices with respect to the parameters of the model by applying Monte Carlo methods. The article presents an extension of the ideas to apply Malliavin calculus methods in the computation of Greek's. 相似文献