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.

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

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     author = {Rzadkowski, Grzegorz and Zaremba, Leszek S.},
     title = {Shifts of the term structure of interest rates against which a given portfolio is preimmunized},
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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/