Geodesic
Shifts of the term structure of interest rates against which a given portfolio is preimmunized
Control and Cybernetics, Tome 39 (2010) no. 3, pp. 857-865 Cet article a éte moissonné depuis la source The Polish Digital Mathematics Library

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@article{CC_2010_39_3_a15,
     author = {Rzadkowski, Grzegorz and Zaremba, Leszek S.},
     title = {Shifts of the term structure of interest rates against which a given portfolio is preimmunized},
     journal = {Control and Cybernetics},
     pages = {857--865},
     year = {2010},
     volume = {39},
     number = {3},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/CC_2010_39_3_a15/}
}
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Rzadkowski, Grzegorz; Zaremba, Leszek S. Shifts of the term structure of interest rates against which a given portfolio is preimmunized. Control and Cybernetics, Tome 39 (2010) no. 3, pp. 857-865. http://geodesic.mathdoc.fr/item/CC_2010_39_3_a15/