Memoire/depotfinal/908144032/memoire.bib

@Comment{x-kbibtex-personnameformatting=<%f ><%l><, %s>}

@Article{KOUTROUVELIS01011980,
	Author = "Ioannis A. Koutrouvelis",
	Journal = "{B}iometrika",
	Number = 1,
	Pages = "238--240",
	Publisher = "Biometrika Trust",
	Title = "{{A} {G}oodness-{O}f-{F}it {T}est of {S}imple {H}ypotheses {B}ased on the {E}mpirical {C}haracteristic {F}unction}",
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	Year = 1980
}

@Manual{RpackageVarianceGamma,
	Author = "David Scott and Christine Yang Dong",
	Note = "Consulté le 24 janvier 2014",
	Title = "{{v}ariancegamma: {T}he {V}ariance {G}amma {D}istribution}",
	Url = "http://CRAN.R-project.org/package=VarianceGamma",
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}

@Manual{Rsoftware,
	Address = "Vienna, Austria",
	Author = "{R Core Team}",
	Organization = "R Foundation for Statistical Computing",
        Note = "Consulté le 24 janvier 2014",
	Title = "{{R}: A {L}anguage and {E}nvironment for {S}tatistical {C}omputing}",
	Url = "http://www.R-project.org",
	Year = 2014
}

@Article{Singer:2009,
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}

@Book{abramowitz1965handbook,
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@Article{applebaum2004levy,
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	Number = 11,
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	Year = 2004
}

@Book{bachelier1900theorie,
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	Publisher = "Gauthier-Villars",
	Title = "{T}h{\'e}orie de la sp{\'e}culation",
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}

@Book{barndorff2001levy,
	Author = "Thomas Mikosch and Sidney I. Resnick and Ole E. Barndorff-Nielsen",
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	Title = "{L}{\'e}vy {P}rocesses: {T}heory and {A}pplications",
	Year = 2001
}

@Article{berkson1980minimum,
	Author = "Joseph Berkson",
	Journal = "The Annals of Statistics",
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	Publisher = "Institute of Mathematical Statistics",
	Title = "{M}inimum {C}hi-Square, not {M}aximum {L}ikelihood!",
	Year = 1980
}

@Book{bingham2004risk,
	Author = "Nicholas H. Bingham and R{\"u}diger Kiesel",
	Publisher = "Springer",
	Title = "{R}isk-Neutral {V}aluation: {P}ricing and {H}edging of {F}inancial {D}erivatives",
	Year = 2004
}

@Article{black1973pricing,
	Author = "Fischer Black and Myron Scholes",
	Journal = "The Journal of Political Economy",
	Pages = "637--654",
	Publisher = "University of Chicago Press",
	Title = "{T}he {P}ricing of {O}ptions and {C}orporate {L}iabilities",
	Year = 1973
}

@Article{black1976pricing,
	Author = "Fischer Black",
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	Year = 1976
}

@Article{buckle1995bayesian,
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	Year = 1995
}

@Book{butler2007saddlepoint,
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@Article{carr1999option,
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	Title = "{O}ption {V}aluation {U}sing the {F}ast {F}ourier {T}ransform",
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	Year = 1999
}

@Article{crowder1986consistency,
	Author = "Martin Crowder",
	Journal = "Econometric Theory",
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	Year = 1986
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@Article{crowder1987linear,
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	Volume = 74,
	Year = 1987
}

@Article{daniels1954saddlepoint,
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	Year = 1954
}

@Article{daniels1987tail,
	Author = "Henry E. Daniels",
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	Year = 1987
}

@Techreport{derman1996modelrisk,
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	Year = 1996
}

@Book{dodge2004statistique,
	Author = "Yadolah Dodge",
	Publisher = "Springer Verlag France",
	Title = "{S}tatistique: {D}ictionnaire Encyclop{\'e}dique",
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@Article{epps1983test,
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	Volume = 70,
	Year = 1983
}

@Book{epps2007pricing,
	Author = "Thomas W. Epps",
	Publisher = "World Scientific Publishing Company incorporated",
	Title = "{P}ricing {D}erivative {S}ecurities",
	Year = 2007
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@Book{everitt2006cambridge,
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@Article{fama1993common,
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	Year = 1993
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@Article{feuerverger1981efficiency,
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	Title = "{O}n the {E}fficiency of {E}mpirical {C}haracteristic {F}unction {P}rocedures",
	Year = 1981
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@Article{fox1986large,
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	Year = 1986
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@Article{gil1951note,
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	Year = 1951
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@Book{gourieroux1989statistique,
	Author = "Christian Gourieroux and Alain Monfort",
	Publisher = "Economica",
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@Book{hall2005generalized,
	Author = "Alastair R. Hall",
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@Book{hamilton1994time,
	Author = "James Douglas Hamilton",
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@Article{hansen1982large,
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	Year = 1982
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@Article{henze1990approximation,
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@Article{heston1993closed,
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	Year = 1993
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@Article{hinkley1977estimation,
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}

@Book{hogg1978introduction,
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	Publisher = "Macmillan",
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	Year = 1978
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@Book{hull1999options,
	Author = "John C. Hull",
	Publisher = "Pearson Education",
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	Year = 1999
}

@Article{itkin2005pricing,
	Author = "Andrey Itkin",
	Journal = "arXiv preprint physics/0503137",
	Publisher = "arXiv",
	Title = "{P}ricing {O}ptions with {VG} {M}odel {U}sing {FFT}",
	Year = 2005
}

@Book{kotz2001laplace,
	Author = "Samuel Kotz and Tomasz J. Kozubowski and Krzystof Podg{\'o}rski",
	Publisher = "Birkh{\"a}user",
	Series = "Progress in Mathematics Series",
	Title = "{T}he {L}aplace {D}istribution and {G}eneralizations: {A} {R}evisit with {A}pplications to {C}ommunications, {E}conomics, {E}ngineering, and {F}inance",
	Year = 2001
}

@Article{kozubowski1999class,
	Author = "Tomasz J. Kozubowski and Krzysztof Podg{\'o}rski",
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	Year = 1999
}

@Article{kozubowski2001asymmetric,
	Author = "Tomasz J. Kozubowski and Krzysztof Podg{\'o}rski",
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	Number = 9,
	Pages = "1003--1021",
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@Book{kyprianou2007introductory,
	Author = "Andreas E. Kyprianou",
	Publisher = "Springer",
	Title = "{I}ntroductory {L}ectures on {F}luctuations of {L}{\'e}vy {P}rocesses with {A}pplications",
	Year = 2007
}

@Article{lugannani1980saddle,
	Author = "Robert Lugannani and Stephen Rice",
	Journal = "Advances in Applied Probability",
	Pages = "475--490",
	Publisher = "Applied Probability Trust",
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	Year = 1980
}

@Book{lukacs1960characteristic,
	Author = "Eugene Lukacs",
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	Volume = 4,
	Year = 1960
}

@Article{luong1987minimum,
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	Year = 1987
}

@Article{madan1990variance,
	Author = "Dilip B. Madan and Eugene Seneta",
	Journal = "Journal of Business",
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	Year = 1990
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@Article{madan1998variance,
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}

@Article{mandelbrot1963variation,
	Author = "Benoit Mandelbrot",
	Journal = "Journal of Business",
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	Title = "{T}he {V}ariation of {C}ertain {S}peculative {P}rices",
	Year = 1963
}

@Article{merton1976option,
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	Year = 1976
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@Article{mitchell1916critique,
	Author = "Wesley C. Mitchell",
	Journal = "The Journal of Political Economy",
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	Year = 1916
}

@Book{musiela2005martingale,
	Author = "Marek Musiela and Marek Rutkowski",
	Publisher = "Springer",
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	Year = 2005
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@Article{newey1987hypothesis,
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	Year = 1987
}

@Article{newey1994large,
	Author = "Whitney K. Newey and Daniel McFadden",
	Journal = "Handbook of Econometrics",
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	Year = 1994
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@Article{praetz1972distribution,
	Author = "Peter D. Praetz",
	Journal = "Journal of Business",
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	Publisher = "University of Chicago Press",
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	Year = 1972
}

@Article{press1967compound,
	Author = "S. James Press",
	Journal = "Journal of Business",
	Pages = "317--335",
	Publisher = "University of Chicago Press",
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	Year = 1967
}

@Article{randal2004non,
	Author = "John A. Randal and Peter J. Thomson and Martin T. Lally",
	Journal = "Quantitative Finance",
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	Title = "{N}on-parametric {E}stimation of {H}istorical {V}olatility",
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	Year = 2004
}

@Book{sato1999levy,
	Author = "{Ken-Iti} {Sato}",
	Publisher = "Cambridge University Press",
	Series = "Cambridge Studies in Advanced Mathematics",
	Title = "{L}{\'e}vy {P}rocesses and {I}nfinitely {D}ivisible {D}istributions",
	Year = 1999
}

@Book{schoutens2003levy,
	Author = "Wim Schoutens",
	Publisher = "Wiley",
	Title = "{L}{\'e}vy {P}rocesses in {F}inance",
	Year = 2003
}

@Article{seneta2004fitting,
	Author = "Eugene Seneta",
	Journal = "Journal of Applied Probability",
	Pages = "177--187",
	Publisher = "Applied Probability Trust",
	Title = "{F}itting the {V}ariance {G}amma {M}odel to {F}inancial {D}ata",
	Year = 2004
}

@Article{shapiro1965analysis,
	Author = "Samuel Sanford Shapiro and Martin B. Wilk",
	Journal = "Biometrika",
	Number = "3/4",
	Pages = "591--611",
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	Title = "{A}n {A}nalysis of {V}ariance {T}est for {N}ormality ({C}omplete {S}amples)",
	Volume = 52,
	Year = 1965
}

@Article{shephard1991characteristic,
	Author = "Neil G. Shephard",
	Journal = "Econometric Theory",
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	Pages = "519--529",
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	Title = "{F}rom {C}haracteristic {F}unction to {D}istribution {F}unction: {A} {S}imple {F}ramework for the {T}heory",
	Volume = 7,
	Year = 1991
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@Book{spiegel1999schaum,
	Author = "Murray R. Spiegel and John Liu",
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@Book{stuart1987kendall,
	Author = "Alan Stuart and J. Keith Ord",
	Publisher = "Oxford University Press",
	Title = "{K}endall{\rq}s {A}dvanced {T}heory of {S}tatistics, {V}ol. 1",
	Year = 1987
}

@Manual{teschl2004topics,
	Author = "Gerald Teschl",
	Title = "{T}opics in {R}eal and {F}unctional {A}nalysis",
        Note = "Consulté le 24 janvier 2014",
	Url = "http://www.mat.univie.ac.at/~gerald/ftp/book-fa/index.html",
	Year = 2004
}

@Phdthesis{torczon1989multi,
	Author = "Virginia Joanne Torczon",
	Title = "{M}ulti-directional {S}earch: {A} {D}irect {S}earch {A}lgorithm for {P}arallel {M}achines",
	Year = 1989
}

@Inproceedings{walterlevy,
	Author = "Christian Walter",
	Booktitle = "Proceedings of the 5th AFIR colloquium",
	Publisher = "International Actuarial Association ",
	Title = "{L}{\'e}vy-{S}tability {U}nder {A}ddition and {F}ractal {S}tructure of {M}arkets: {I}mplications for the {A}ctuaries and {E}mphasized {E}xamination of {MATIF} {N}ational {C}ontract",
	Year = 1995
}

@Article{wang2003evaluating,
	Author = "Wai Wan Tsang {Jingbo Wang} and George Marsaglia",
	Journal = "Journal of Statistical Software",
	Number = 18,
	Pages = "1--4",
	Publisher = "American Statistical Association",
	Title = "{E}valuating {K}olmogorov's {D}istribution",
	Volume = 8,
	Year = 2003
}

@Article{wendel1961non,
	Author = "J. G. Wendel",
	Journal = "The Annals of Mathematical Statistics",
	Number = 1,
	Pages = "338--339",
	Publisher = "Institute of Mathematical Statistics",
	Title = "{T}he {N}on-{A}bsolute {C}onvergence of {G}il-{P}elaez' {I}nversion {I}ntegral",
	Volume = 32,
	Year = 1961
}

@Article{wolfowitz1957minimum,
	Author = "Jacob Wolfowitz",
	Journal = "The Annals of Mathematical Statistics",
	Pages = "75--88",
	Publisher = "Institute of Mathematical Statistics",
	Title = "{T}he {M}inimum {D}istance {M}ethod",
	Year = 1957
}

@Book{wooldridge2001econometric,
	Author = "Jeffrey M. Wooldridge",
	Publisher = "MIT press",
	Title = "{E}conometric {A}nalysis of {C}ross {S}ection and {P}anel {D}ata",
	Year = 2001
}