Pages that link to "Item:Q1182771"
From MaRDI portal
The following pages link to A note on Shiu-Fisher-Weil immunization theorem (Q1182771):
Displayed 10 items.
- Minimax strategies and duality with applications in financial mathematics (Q692314) (← links)
- Axiom of solvency and portfolio immunization under random interest rates (Q882857) (← links)
- A minimax risk strategy for portfolio immunization (Q1277813) (← links)
- A maxmin policy for bond management (Q1296370) (← links)
- Immunization and max-min optimal control (Q1379942) (← links)
- A note on Shiu's immunization results (Q1381451) (← links)
- On immunization, stop-loss order and the maximum Shiu measure. (Q1413362) (← links)
- Bond management and max-min optimal control. (Q1569221) (← links)
- Optimal management of immunized portfolios (Q2323657) (← links)
- Term Structure Models with Parallel and Proportional Shifts (Q5310697) (← links)