@article{CC_2006_35_2_a7, author = {Kondratiuk-Janyska, Alina and Ka{\l}uszka, Marek}, title = {Assets/liabilities portfolio immunization as an optimization problem}, journal = {Control and Cybernetics}, pages = {335--349}, publisher = {mathdoc}, volume = {35}, number = {2}, year = {2006}, zbl = {1189.91218}, language = {en}, url = {http://geodesic.mathdoc.fr/item/CC_2006_35_2_a7/} }