This paper develops a minimax immunization strategy for an infinite factor interest rate model. The risk of a portfolio of cash flows is measured as the maximum sensitivity of the portfolio value. The objective is to choose the portfolio whose maximum sensitivity over a set of possible interest rate
✦ LIBER ✦
ISCOMS — a novel strategy for mucosal immunization?
✍ Scribed by Allan McI Mowat; Anne M Donachie
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 633 KB
- Volume
- 12
- Category
- Article
- ISSN
- 0167-5699
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