Zaremba Leszek S.

Leszek S. Zaremba

Information about the author Leszek S. Zaremba will soon be added to the site.
Found 3 papers in total
Construction of a k-immunization strategy with the highest convexity
Construction of a k-immunization strategy with the highest convexity
1998
Assuming that interest rate shocks are proportional to their values plus one,...
Optimal portfolio choice under a liability constraint
Optimal portfolio choice under a liability constraint
2000
The problem of characterizing the least expensive bond portfolio that enables one to...
Perfect graphs and norms
Perfect graphs and norms
1991
For a given undirected graph with n vertices the paper defines four norms on , namely...
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