Control and Cybernetics, Tome 39 (2010) no. 3, pp. 857-865
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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/
@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/}
}
TY - JOUR
AU - Rzadkowski, Grzegorz
AU - Zaremba, Leszek S.
TI - Shifts of the term structure of interest rates against which a given portfolio is preimmunized
JO - Control and Cybernetics
PY - 2010
SP - 857
EP - 865
VL - 39
IS - 3
UR - http://geodesic.mathdoc.fr/item/CC_2010_39_3_a15/
LA - en
ID - CC_2010_39_3_a15
ER -
%0 Journal Article
%A Rzadkowski, Grzegorz
%A Zaremba, Leszek S.
%T Shifts of the term structure of interest rates against which a given portfolio is preimmunized
%J Control and Cybernetics
%D 2010
%P 857-865
%V 39
%N 3
%U http://geodesic.mathdoc.fr/item/CC_2010_39_3_a15/
%G en
%F CC_2010_39_3_a15
