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Journal of Probability
Table of Contents
Journal of Probability
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2014
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Article
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Tab 3
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Research Article
Multivariate Option Pricing with Pair-Copulas
Table 3
Sample Kendall’s tau.
NYSE
Nasdaq
Nasdaq Com
S&P
NYSE
1
Nasdaq
0.5224
1
Nasdaq Com
0.6018
0.8985
1
S&P
0.7286
0.7320
0.7548
1