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1.
Reserve estimation is a key to find the correct NPV in a mining project. The most important factor in reserve estimation is the metal price. Metal price fluctuations in recent years were exaggerated, and imposed a high degree of uncertainty to the re-serve estimation, and in consequence to the whole mine planning procedure. Real option approach is an efficient method of deci-sion making in the uncertain conditions. This approach has been used for evaluation of defined natural resources projects until now. This study considering the metal price uncertainty used real option approach to prepare a methodology for reserve estimation in open pit mines. This study was done on a copper cylindrical deposit, but the achieved methodology can be adjusted for all kinds of deposits. This methodology was comprehensively described through the examples in such a manner that can be used by the mine planners. 相似文献
2.
在标的资产价格跳过程为更新过程的假设下,研究了具有浮动敲定价格的亚式期权,通过自融资交易复制将路径依赖的亚式期权定价问题转化为与路径无关的微分方程的求解问题,拓展了刘宣会的结果。 相似文献
3.
We present a mechanism for reservations of bursty resources that is both truthful and robust. It consists of option contracts
whose pricing structure induces users to reveal the true likelihoods that they will purchase a given resource. Users are also
allowed to adjust their options as their likelihood changes. This scheme helps users save cost and the providers to plan ahead
so as to reduce the risk of under-utilization and overbooking. The mechanism extracts revenue similar to that of a monopoly
provider practicing temporal pricing discrimination with a user population whose preference distribution is known in advance. 相似文献
4.
Kiran Kola Ruppa K. Thulasiram Parimala Thulasiraman 《The Journal of supercomputing》2009,47(2):146-170
The problem of growing computational complexity in the finance industry demands manageable, high-speed and real-time solutions
in solving complex mathematical problems such as option pricing. In current option trading scenarios, determining a fair price
for options “any time” and “anywhere” has become vital yet difficult computational problem. In this study, we have designed,
implemented, and deployed an architecture for pricing options on-line using a hand-held device that is J2ME-based Mobile computing-enabled
and is assisted by web mining tools. In our architecture, the client is a MIDP user interface, and the back end servlet runs
on a standalone server bound to a known port address. In addition, the server uses table-mining techniques to mine real-time
data from reliable web sources upon the mobile trader’s directive. The server performs all computations required for pricing
options since mobile devices have limited battery power, low bandwidth, and low memory. We have parallelized and implemented
various computational techniques such as binomial lattice and finite differencing. To the best of our knowledge, this is one
of the first studies that facilitate the mobile-enabled-trader to compute the price of an option in ubiquitous fashion. This
architecture aims at providing the trader with various computational techniques to avail (to provide results from approximate
to accurate results) while on-the-go and to make important and effective trading decisions using the results that will ensure
higher returns on investments in options.
相似文献
Parimala ThulasiramanEmail: |
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Markets liquidity is an issue of very high concern in financial risk management. In a perfect liquid market the option pricing model becomes the well-known linear Black–Scholes problem. Nonlinear models appear when transaction costs or illiquid market effects are taken into account. This paper deals with the numerical analysis of nonlinear Black–Scholes equations modeling illiquid markets when price impact in the underlying asset market affects the replication of a European contingent claim. Numerical analysis of a nonlinear model is necessary because disregarded computations may waste a good mathematical model. In this paper we propose a finite-difference numerical scheme that guarantees positivity of the solution as well as stability and consistency. 相似文献
8.
网络产品试销是为了解决市场与产品不确定性问题,由于实物期权法在处理不确定性问题上的优势,在试销决策问题上引入实物期权方法很有必要。通过计算分析,实物期权法能比较合理地反映高风险网络市场中选择权的价值,反映管理者灵活地调整营销策略而给项目带来的增值。 相似文献
9.
《Energy Policy》2016
Given the interest in the commercialization of affordable, clean energy technologies, we examine the prospects of solar photovoltaics (PV). We consider the question of how to transition to a meaningful percentage of solar energy in a sustainable manner and which policies are most effective in accelerating adoption. This paper develops a stochastic dynamic model of the adoption of solar PV in the residential and commercial sector under two sources of uncertainty – the price of electricity and cost of solar. The analytic results suggest that a high rate of innovation may delay adoption of a new technology if the consumer has rational price expectations. We simulate the model across alternative rates technological change, electricity prices, subsidies and carbon taxes. It is shown that there will be a displacement of incumbent technologies and a widespread shift towards solar PV in under 30 years – and that this can occur without consumer incentives and carbon pricing. We show that these policies have a modest impact in accelerating adoption, and that they may not be an effective part of climate policy. Instead, results demonstrate that further technological change is the crucial determinant and main driver of adoption. Further, results indicate that subsidies and taxes become increasingly ineffective with higher rates of technological change. 相似文献
10.
Privatized infrastructure projects have to demonstrate their financial and technical viability before they are undertaken. Although it is relatively easy to demonstrate the technical viability of an infrastructure project, the evaluation of the financial viability of a privatized infrastructure project is complex and challenging, mainly because of the uncertainties involved due to the project's scale, long concession period and complexity. Traditional methods, such as net present value (NPV) analysis, fall short in reflecting the characteristics of privatized infrastructure projects and the risks involved. This paper presents an option pricing based model, the BOT option valuation (BOT-OV) model, for evaluating the financial viability of a privatized infrastructure project. This quantitative model considers the project characteristics explicitly and evaluates the project from the perspectives of the project promoter and of the government when the project is under bankruptcy risk. Moreover, the model can evaluate the impact of the government guarantee and the developer negotiation option on the project financial viability. 相似文献