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Stochastic Programming FTP Archive

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Visit this site: http://www.jims.cam.ac.uk/research/papers/frg/stoch.htm

Author:Cambridge University
Description: 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.

Levels: College, Research
Languages: English
Resource Types: Problems/Puzzles, Documents/Sketches/Galleries
Math Topics: Stochastic Processes, Mathematics of Investment/Finance

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