Research Article
Multivariate Option Pricing with Pair-Copulas
Table 1
Descriptive statistics.
| ā | NYSE | Nasdaq | Nasdaq Com | S&P |
| Mean | 0.350 | 0.466 | 0.448 | 0.377 | Standard deviation | ā0.0085 | 0.0096 | 0.0093 | 0.0079 | Kurtosis | 3.549 | 3.685 | 3.629 | 3.915 | JB statistics | 3.18 | 5.07 | 4.09 | 8.68 |
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