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Existence of stochastic equilibrium with incomplete financial markets
      
This paper analyzes the aritrage-free security markets and the general equilibrium existence problem for a stochastic economy with incomplete financial markets.
      
This paper restricts attention to purely financial securities.
      
Financial markets may be incomplete: some consumption streams may be impossible to obtain by any trading strategy.
      
Existence of general equilibrium for stochastic economy with infinite-dimensional commondity space and incomplete financial mark
      
This paper analyses the general equilibrium existence problem in a (finite) discretetime economy with infinite-dimensional commodity space and incomplete financial markets.
      
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.
      
The analysis of roller pen inks has become more and more important in fraudulent document examination because of the extensive use of roller pens in financial documents.
      
The concrete construction is then utilized for analysis of two portfolio optimization problems for financial market models driven by stable-like processes.
      
Solitary wave solutions of nonlinear financial markets: data-modeling-concept-practicing
      
In spite of this, there still exist some financial and technological obstacles.
      
A comparison of the normal and the hyperbolic distribution is made for the description and detection of changes in financial indices.
      
Financial and Economic Analysis and Efficiency Evaluation of Investment Projects and Programs.
      
The publications on financial and economic analysis and efficiency evaluation of investment projects and programs were reviewed, and the current state of research was analyzed.
      
Dynamic Network Model of Managing Investment Portfolio under Random Stepwise Changes in Volatilities of Financial Assets
      
The results of numerical experiments with real financial data are described.
      
The a priori information on the distribution law for the vector of effective financial instruments is defined by certain constraints on the first- and second-order moments.
      
Financial and Economic Analysis and Efficiency Evaluation of Investment Projects and Programs.
      
It studied the state-of-the-art in comparative analysis, ranking, and screening of the investment projects, construction and analysis of the investment programs, and development of software for financial and economic analysis.
      
Dynamic Control of the Investment Portfolio in the Jump-Diffusion Financial Market with Regime Switching
      
 

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