TY - JOUR AU - Kondratiuk-Janyska, Alina AU - KaƂuszka, Marek TI - Assets/liabilities portfolio immunization as an optimization problem JO - Control and Cybernetics PY - 2006 SP - 335 EP - 349 VL - 35 IS - 2 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/CC_2006_35_2_a7/ LA - en ID - CC_2006_35_2_a7 ER -