Michael Schürle. Dynamic Replication of Non-Maturing Assets and Liabilities. In Hans-Dietrich Haasis, Herbert Kopfer, Jörn Schönberger, editors, Operations Research Proceedings 2005, Selected Papers of the Annual International Conference of the German Operations Research Society (GOR), Bremen, September 7-9, 2005. pages 217-222, 2005. [doi]
Abstract is missing.