@article{10_4064_am33_2_2,
     author = {Alina Kondratiuk-Janyska and Marek Ka{\l}uszka},
     title = {Generalized duration measures
 in a risk immunization setting.
 {Implementation} of
 the {Heath{\textendash}Jarrow{\textendash}Morton} model},
     journal = {Applicationes Mathematicae},
     pages = {145--157},
     publisher = {mathdoc},
     volume = {33},
     number = {2},
     year = {2006},
     doi = {10.4064/am33-2-2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/articles/10.4064/am33-2-2/}
}