Reiko Tobe

Reiko Tobe
Waseda University | Sōdai

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3
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Publications (3)
Article
2005年11月16日 A new simulation and valuation method for weather derivatives are proposed. First of all, 7 days moving average of the daily temperatures are used instead of the individual daily date, which may help extracting the green house effect more effectively. Indeed, the effect is found especially in the winter time. Next, in order to improve t...

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