Shifts of the term structure of interest rates against which a given portfolio is preimmunized
Rzadkowski, Grzegorz ; Zaremba, Leszek
Control and Cybernetics, Tome 39 (2010), p. 857-865 / Harvested from The Polish Digital Mathematics Library
Publié le : 2010-01-01
EUDML-ID : urn:eudml:doc:209730
@article{bwmeta1.element.bwnjournal-article-ccv39i3p857bwm,
     author = {Grzegorz Rzadkowski and Leszek Zaremba},
     title = {Shifts of the term structure of interest rates against which a given portfolio is preimmunized},
     journal = {Control and Cybernetics},
     volume = {39},
     year = {2010},
     pages = {857-865},
     zbl = {1284.91530},
     language = {en},
     url = {http://dml.mathdoc.fr/item/bwmeta1.element.bwnjournal-article-ccv39i3p857bwm}
}
Rzadkowski, Grzegorz; Zaremba, Leszek. Shifts of the term structure of interest rates against which a given portfolio is preimmunized. Control and Cybernetics, Tome 39 (2010) pp. 857-865. http://gdmltest.u-ga.fr/item/bwmeta1.element.bwnjournal-article-ccv39i3p857bwm/