Geodesic
Assets/liabilities portfolio immunization as an optimization problem
Control and Cybernetics, Tome 35 (2006) no. 2, pp. 335-349.

Voir la notice de l'article provenant de la source The Polish Digital Mathematics Library

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     title = {Assets/liabilities portfolio immunization as an optimization problem},
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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/