@article{MM_2000_12_8_a12,
     author = {A. A. Dirotchka and I. S. Menshikov},
     title = {Profit and duration of obligation portfolios},
     journal = {Matemati\v{c}eskoe modelirovanie},
     pages = {93--106},
     publisher = {mathdoc},
     volume = {12},
     number = {8},
     year = {2000},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2000_12_8_a12/}
}