Stochastic Programming FTP Archive
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|The Judge Institute: Research: Working papers and resources: Finance: FTP Archive. A set of WATSON pension fund management test problems, with random coefficients generated according to two different procedures - independent scenario generation and conditional scenario generation.|
|Resource Types:||Problems/Puzzles, Documents/Sketches/Galleries|
|Math Topics:||Stochastic Processes, Mathematics of Investment/Finance|
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