39 lines
1.1 KiB
BibTeX
39 lines
1.1 KiB
BibTeX
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@article{madan1990variance,
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title={The variance gamma (VG) model for share market returns},
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author={Madan, Dilip B and Seneta, Eugene},
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journal={Journal of business},
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pages={511--524},
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year={1990},
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publisher={JSTOR}
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}
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@book{kotz2001laplace,
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title={The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance},
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author={Kotz, S. and Kozubowski, T.J. and Podg{\'o}rski, K.},
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isbn={9780817641665},
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lccn={00068900},
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url={http://books.google.ca/books?id=CQvvAAAAMAAJ},
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year={2001},
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publisher={Birkh{\"a}user}
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}
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@book{hall2005generalized,
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title={Generalized Method of Moments},
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author={Hall, A.R.},
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isbn={9780198775201},
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lccn={2005297434},
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series={Advanced Texts in Econometrics},
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url={http://books.google.ca/books?id=jN-T-fU139wC},
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year={2005},
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publisher={OUP Oxford}
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}
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@book{epps2007pricing,
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title={Pricing Derivative Securities},
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author={Epps, T.W.},
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isbn={9789812700339},
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lccn={2007006660},
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url={http://books.google.ca/books?id=Wk9Ih3uWM10C},
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year={2007},
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publisher={World Scientific Publishing Company Pte. Limited}
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}
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