Assets/liabilities portfolio immunization as an optimization problem
Kondratiuk-Janyska, Alina ; Kałuszka, Marek
Control and Cybernetics, Tome 35 (2006), p. 335-349 / Harvested from The Polish Digital Mathematics Library
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Publié le : 2006-01-01
EUDML-ID : urn:eudml:doc:209419 
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     author = {Kondratiuk-Janyska, Alina and Ka\l uszka, Marek},
     title = {Assets/liabilities portfolio immunization as an optimization problem},
     journal = {Control and Cybernetics},
     volume = {35},
     year = {2006},
     pages = {335-349},
     zbl = {1189.91218},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-ccv35i2p335bwm}
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Kondratiuk-Janyska, Alina; Kałuszka, Marek. Assets/liabilities portfolio immunization as an optimization problem. Control and Cybernetics, Tome 35 (2006) pp. 335-349. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-ccv35i2p335bwm/