Geodesic
Profit and duration of obligation portfolios
Matematičeskoe modelirovanie, Tome 12 (2000) no. 8, pp. 93-106.

Voir la notice de l'article provenant de la source Math-Net.Ru

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     author = {A. A. Dirotchka and I. S. Menshikov},
     title = {Profit and duration of obligation portfolios},
     journal = {Matemati\v{c}eskoe modelirovanie},
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     year = {2000},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/MM_2000_12_8_a12/}
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A. A. Dirotchka; I. S. Menshikov. Profit and duration of obligation portfolios. Matematičeskoe modelirovanie, Tome 12 (2000) no. 8, pp. 93-106. http://geodesic.mathdoc.fr/item/MM_2000_12_8_a12/