Control and Cybernetics, Tome 35 (2006) no. 2, pp. 335-349
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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/
@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/}
}
TY - JOUR
AU - Kondratiuk-Janyska, Alina
AU - Kałuszka, Marek
TI - Assets/liabilities portfolio immunization as an optimization problem
JO - Control and Cybernetics
PY - 2006
SP - 335
EP - 349
VL - 35
IS - 2
UR - http://geodesic.mathdoc.fr/item/CC_2006_35_2_a7/
LA - en
ID - CC_2006_35_2_a7
ER -
%0 Journal Article
%A Kondratiuk-Janyska, Alina
%A Kałuszka, Marek
%T Assets/liabilities portfolio immunization as an optimization problem
%J Control and Cybernetics
%D 2006
%P 335-349
%V 35
%N 2
%U http://geodesic.mathdoc.fr/item/CC_2006_35_2_a7/
%G en
%F CC_2006_35_2_a7
