Extension of Khang's immunization formula

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zbMath1008.91058MaRDI QIDQ1596455

Grzegorz Rządkowski, Leszek S. Zaremba

Publication date: 22 May 2002

Published in: Bulletin of the Polish Academy of Sciences. Technical Sciences (Search for Journal in Brave)

zbMATH Keywords

term structure of interest rates cash flow continuous shocks immunizing duration local immunication

Mathematics Subject Classification ID

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