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Stochastic Modeling of Daily Rainfall for Pricing Weather Derivatives
Stochastic Modeling of Daily Rainfall for Pricing Weather Derivatives
2004
Osamu Kubo
Yasuhiro Kobayashi
Keywords:
Geometric distribution
Econometrics
Derivative (finance)
Precipitation
Weather derivative
Computer science
Stochastic modelling
Markov chain
Mathematical optimization
Electronic engineering
Correction
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