Geodesic
Assets/liabilities portfolio immunization as an optimization problem
Control and Cybernetics, Tome 35 (2006) no. 2, pp. 335-349 Cet article a éte moissonné depuis la source The Polish Digital Mathematics Library

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@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},
     year = {2006},
     volume = {35},
     number = {2},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CC_2006_35_2_a7/}
}
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Kondratiuk-Janyska, Alina; Kałuszka, Marek. Assets/liabilities portfolio immunization as an optimization problem. Control and Cybernetics, Tome 35 (2006) no. 2, pp. 335-349. http://geodesic.mathdoc.fr/item/CC_2006_35_2_a7/