Update memoire.bib
Mise a jour des titres en majuscules, rendu a la ligne 307
This commit is contained in:
François Pelletier
parent
70977e9ee6
commit
9d6dc961d7
1 changed files with 44 additions and 44 deletions
|
|
@ -1,11 +1,11 @@
|
|||
@Article{KOUTROUVELIS01011980,
|
||||
Author = "I. A. Koutrouvelis",
|
||||
Doi = "10.1093/biomet/67.1.238",
|
||||
Journal = "Biometrika",
|
||||
Journal = "{B}iometrika",
|
||||
Number = 1,
|
||||
Pages = "238--240",
|
||||
Title = "{A Goodness-Of-Fit Test Of Simple Hypotheses Based
|
||||
On The Empirical Characteristic Function}",
|
||||
Title = "{{A} {G}oodness-of-{F}it {T}est Of {S}imple {H}ypotheses {B}ased
|
||||
On The {E}mpirical {C}haracteristic {F}unction}",
|
||||
Volume = 67,
|
||||
Year = 1980
|
||||
}
|
||||
|
|
@ -13,7 +13,7 @@
|
|||
@Manual{RpackageVarianceGamma,
|
||||
Author = "David Scott and Christine Yang Dong",
|
||||
Note = "R package version 0.3-1",
|
||||
Title = "{Variancegamma: The Variance Gamma Distribution}",
|
||||
Title = "{{v}ariancegamma: {T}he {V}ariance {G}amma {D}istribution}",
|
||||
Url = "http://CRAN.R-project.org/package=VarianceGamma",
|
||||
Year = 2012
|
||||
}
|
||||
|
|
@ -23,8 +23,8 @@
|
|||
Author = "{R Core Team}",
|
||||
Isbn = "3-900051-07-0",
|
||||
Organization = "R Foundation for Statistical Computing",
|
||||
Title = "{R: A Language and Environment for Statistical
|
||||
Computing}",
|
||||
Title = "{{R}: A {L}anguage and {E}nvironment for {S}tatistical
|
||||
{C}omputing}",
|
||||
Url = "http://www.R-project.org",
|
||||
Year = 2012
|
||||
}
|
||||
|
|
@ -35,7 +35,7 @@
|
|||
Journal = "Scholarpedia",
|
||||
Number = 7,
|
||||
Pages = 2928,
|
||||
Title = "{Nelder-Mead Algorithm}",
|
||||
Title = "{{N}elder-{M}ead {A}lgorithm}",
|
||||
Volume = 4,
|
||||
Year = 2009
|
||||
}
|
||||
|
|
@ -43,8 +43,8 @@
|
|||
@Book{abramowitz1965handbook,
|
||||
Author = "Milton Abramowitz and Irene A. Stegun",
|
||||
Publisher = "Dover Publications",
|
||||
Title = "Handbook Of Mathematical Functions: With Formulas,
|
||||
Graphs, And Mathematical Tables",
|
||||
Title = "{H}andbook Of {M}athematical {F}unctions: With {F}ormulas,
|
||||
{G}raphs, And {M}athematical {T}ables",
|
||||
Volume = 55,
|
||||
Year = 1965
|
||||
}
|
||||
|
|
@ -54,8 +54,8 @@
|
|||
Journal = "Notices Of The American Mathematical Society",
|
||||
Number = 11,
|
||||
Pages = "1336--1347",
|
||||
Title = "Lévy Processes: From Probability To Finance And
|
||||
Quantum Groups",
|
||||
Title = "{L}{\'e}vy {P}rocesses: {F}rom {P}robability To {F}inance And
|
||||
{Q}uantum {G}roups",
|
||||
Volume = 51,
|
||||
Year = 2004
|
||||
}
|
||||
|
|
@ -63,7 +63,7 @@
|
|||
@Book{bachelier1900theorie,
|
||||
Author = "Louis Bachelier",
|
||||
Publisher = "Gauthier-Villars",
|
||||
Title = "Th{\'e}orie De La Sp{\'e}culation",
|
||||
Title = "{T}h{\'e}orie De La sp{\'e}culation",
|
||||
Year = 1900
|
||||
}
|
||||
|
||||
|
|
@ -72,7 +72,7 @@
|
|||
S.I.E. Resnick",
|
||||
Isbn = 9780817641672,
|
||||
Publisher = "Birkh{\"a}user",
|
||||
Title = "L{\'e}vy Processes: Theory and Applications",
|
||||
Title = "{L}{\'e}vy {P}rocesses: {T}heory and {A}pplications",
|
||||
Year = 2001
|
||||
}
|
||||
|
||||
|
|
@ -81,15 +81,15 @@
|
|||
Journal = "The Annals of Statistics",
|
||||
Pages = "457--487",
|
||||
Publisher = "JSTOR",
|
||||
Title = "Minimum Chi-Square, Not Maximum Likelihood!",
|
||||
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 = "Risk-Neutral Valuation: Pricing And Hedging Of
|
||||
Financial Derivatives",
|
||||
Title = "{R}isk-Neutral {V}aluation: {P}ricing And {H}edging Of
|
||||
{F}inancial {D}erivatives",
|
||||
Year = 2004
|
||||
}
|
||||
|
||||
|
|
@ -98,7 +98,7 @@
|
|||
Journal = "The Journal Of Political Economy",
|
||||
Pages = "637--654",
|
||||
Publisher = "JSTOR",
|
||||
Title = "The Pricing Of Options And Corporate Liabilities",
|
||||
Title = "{T}he {P}ricing Of {O}ptions And {C}orporate {L}iabilities",
|
||||
Year = 1973
|
||||
}
|
||||
|
||||
|
|
@ -108,7 +108,7 @@
|
|||
Number = 1,
|
||||
Pages = "167--179",
|
||||
Publisher = "Elsevier",
|
||||
Title = "The Pricing Of Commodity Contracts",
|
||||
Title = "{T}he {P}ricing Of {C}ommodity {C}ontracts",
|
||||
Volume = 3,
|
||||
Year = 1976
|
||||
}
|
||||
|
|
@ -119,7 +119,7 @@
|
|||
Number = 430,
|
||||
Pages = "605--613",
|
||||
Publisher = "Taylor \& Francis Group",
|
||||
Title = "Bayesian Inference For Stable Distributions",
|
||||
Title = "{B}ayesian {I}nference For {S}table {D}istributions",
|
||||
Volume = 90,
|
||||
Year = 1995
|
||||
}
|
||||
|
|
@ -127,7 +127,7 @@
|
|||
@Book{butler2007saddlepoint,
|
||||
Author = "Ronald W. Butler",
|
||||
Publisher = "Cambridge University Press",
|
||||
Title = "Saddlepoint Approximations With Applications",
|
||||
Title = "{S}addlepoint {A}pproximations With {A}pplications",
|
||||
Volume = 22,
|
||||
Year = 2007
|
||||
}
|
||||
|
|
@ -137,7 +137,7 @@
|
|||
Journal = "Journal Of Computational Finance",
|
||||
Number = 4,
|
||||
Pages = "61--73",
|
||||
Title = "Option Valuation Using The Fast Fourier Transform",
|
||||
Title = "{O}ption {V}aluation {U}sing The {F}ast {F}ourier {T}ransform",
|
||||
Volume = 2,
|
||||
Year = 1999
|
||||
}
|
||||
|
|
@ -147,8 +147,8 @@
|
|||
Journal = "Econometric Theory",
|
||||
Pages = "305--330",
|
||||
Publisher = "JSTOR",
|
||||
Title = "On Consistency And Inconsistency Of Estimating
|
||||
Equations",
|
||||
Title = "{O}n {C}onsistency And {I}nconsistency Of {E}stimating
|
||||
{E}quations",
|
||||
Year = 1986
|
||||
}
|
||||
|
||||
|
|
@ -158,7 +158,7 @@
|
|||
Number = 3,
|
||||
Pages = "591--597",
|
||||
Publisher = "Biometrika Trust",
|
||||
Title = "On Linear And Quadratic Estimating Functions",
|
||||
Title = "{O}n {L}inear And {Q}uadratic {E}stimating {F}unctions",
|
||||
Volume = 74,
|
||||
Year = 1987
|
||||
}
|
||||
|
|
@ -168,7 +168,7 @@
|
|||
Journal = "The Annals of Mathematical Statistics",
|
||||
Pages = "631--650",
|
||||
Publisher = "JSTOR",
|
||||
Title = "Saddlepoint Approximations In Statistics",
|
||||
Title = "{S}addlepoint {A}pproximations In {S}tatistics",
|
||||
Year = 1954
|
||||
}
|
||||
|
||||
|
|
@ -178,21 +178,21 @@
|
|||
Internationale de Statistique",
|
||||
Pages = "37--48",
|
||||
Publisher = "JSTOR",
|
||||
Title = "Tail Probability Approximations",
|
||||
Title = "{T}ail {P}robability {A}pproximations",
|
||||
Year = 1987
|
||||
}
|
||||
|
||||
@Techreport{derman1996modelrisk,
|
||||
Author = "Emanuel Derman",
|
||||
Institution = "Goldman Sachs",
|
||||
Title = "Model Risk",
|
||||
Title = "{M}odel {R}isk",
|
||||
Year = 1996
|
||||
}
|
||||
|
||||
@Book{dodge2004statistique,
|
||||
Author = "Yadolah Dodge",
|
||||
Publisher = "Springer Verlag France",
|
||||
Title = "Statistique: Dictionnaire Encyclop{\'e}dique",
|
||||
Title = "{S}tatistique: {D}ictionnaire Encyclop{\'e}dique",
|
||||
Year = 2004
|
||||
}
|
||||
|
||||
|
|
@ -202,8 +202,8 @@
|
|||
Number = 3,
|
||||
Pages = "723--726",
|
||||
Publisher = "Biometrika Trust",
|
||||
Title = "A Test For Normality Based On The Empirical
|
||||
Characteristic Function",
|
||||
Title = "{A} {T}est For {N}ormality {B}ased On The {E}mpirical
|
||||
{C}haracteristic {F}unction",
|
||||
Volume = 70,
|
||||
Year = 1983
|
||||
}
|
||||
|
|
@ -211,14 +211,14 @@
|
|||
@Book{epps2007pricing,
|
||||
Author = "Thomas W Epps",
|
||||
Publisher = "World Scientific Publishing Company Incorporated",
|
||||
Title = "Pricing Derivative Securities",
|
||||
Title = "{P}ricing {D}erivative {S}ecurities",
|
||||
Year = 2007
|
||||
}
|
||||
|
||||
@Book{everitt2006cambridge,
|
||||
Author = "Brian Everitt and Anders Skrondal",
|
||||
Publisher = "Cambridge University Press Cambridge",
|
||||
Title = "The Cambridge Dictionary Of Statistics",
|
||||
Title = "{T}he {C}ambridge {D}ictionary Of {S}tatistics",
|
||||
Volume = 4,
|
||||
Year = 2006
|
||||
}
|
||||
|
|
@ -229,8 +229,8 @@
|
|||
(methodological)",
|
||||
Pages = "20--27",
|
||||
Publisher = "JSTOR",
|
||||
Title = "On The Efficiency Of Empirical Characteristic
|
||||
Function Procedures",
|
||||
Title = "{O}n The {E}fficiency Of {E}mpirical {C}haracteristic
|
||||
{F}unction {P}rocedures",
|
||||
Year = 1981
|
||||
}
|
||||
|
||||
|
|
@ -240,8 +240,8 @@
|
|||
Number = 2,
|
||||
Pages = "517--532",
|
||||
Publisher = "Institute of Mathematical Statistics",
|
||||
Title = "Large-Sample Properties Of Parameter Estimates For
|
||||
Strongly Dependent Stationary Gaussian Time Series",
|
||||
Title = "{L}arge-Sample {P}roperties Of {P}arameter {E}stimates For
|
||||
{S}trongly {D}ependent {S}tationary {G}aussian {T}ime {S}eries",
|
||||
Volume = 14,
|
||||
Year = 1986
|
||||
}
|
||||
|
|
@ -252,7 +252,7 @@
|
|||
Number = "3-4",
|
||||
Pages = "481--482",
|
||||
Publisher = "Biometrika Trust",
|
||||
Title = "Note On The Inversion Theorem",
|
||||
Title = "{N}ote On The {I}nversion {T}heorem",
|
||||
Volume = 38,
|
||||
Year = 1951
|
||||
}
|
||||
|
|
@ -260,7 +260,7 @@
|
|||
@Book{gourieroux1989statistique,
|
||||
Author = "Christian Gourieroux and Alain Monfort",
|
||||
Publisher = "Economica",
|
||||
Title = "Statistique Et Mod{\`e}les {\'E}conom{\'e}triques:
|
||||
Title = "{S}tatistique Et Mod{\`e}les {\'E}conom{\'e}triques:
|
||||
Notions G{\'e}n{\'e}rales, Estimation,
|
||||
Pr{\'e}vision, Algorithmes",
|
||||
Volume = 1,
|
||||
|
|
@ -270,14 +270,14 @@
|
|||
@Book{hall2005generalized,
|
||||
Author = "Alastair R Hall",
|
||||
Publisher = "Oxford University Press Oxford",
|
||||
Title = "Generalized Method Of Moments",
|
||||
Title = "{G}eneralized {M}ethod Of {M}oments",
|
||||
Year = 2005
|
||||
}
|
||||
|
||||
@Book{hamilton1994time,
|
||||
Author = "James Douglas Hamilton",
|
||||
Publisher = "Cambridge University Press",
|
||||
Title = "Time Series Analysis",
|
||||
Title = "{T}ime {S}eries {A}nalysis",
|
||||
Volume = 2,
|
||||
Year = 1994
|
||||
}
|
||||
|
|
@ -287,8 +287,8 @@
|
|||
Journal = "Econometrica: Journal Of The Econometric Society",
|
||||
Pages = "1029--1054",
|
||||
Publisher = "JSTOR",
|
||||
Title = "Large Sample Properties Of Generalized Method Of
|
||||
Moments Estimators",
|
||||
Title = "{L}arge {S}ample {P}roperties Of {G}eneralized {M}ethod Of
|
||||
{M}oments {E}stimators",
|
||||
Year = 1982
|
||||
}
|
||||
|
||||
|
|
@ -298,8 +298,8 @@
|
|||
Number = 1,
|
||||
Pages = "7--18",
|
||||
Publisher = "Springer",
|
||||
Title = "An Approximation To The Limit Distribution Of The
|
||||
Epps-Pulley Test Statistic For Normality",
|
||||
Title = "{A}n {A}pproximation To The {L}imit {D}istribution Of The
|
||||
{E}pps-{P}ulley {T}est {S}tatistic For {N}ormality",
|
||||
Volume = 37,
|
||||
Year = 1990
|
||||
}
|
||||
|
|
|
|||
Loading…
Reference in a new issue