@article{madan1990variance,
  title={The variance gamma (VG) model for share market returns},
  author={Madan, Dilip B and Seneta, Eugene},
  journal={Journal of business},
  pages={511--524},
  year={1990},
  publisher={JSTOR}
}

@book{kotz2001laplace,
  title={The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance},
  author={Kotz, S. and Kozubowski, T.J. and Podg{\'o}rski, K.},
  isbn={9780817641665},
  lccn={00068900},
  url={http://books.google.ca/books?id=CQvvAAAAMAAJ},
  year={2001},
  publisher={Birkh{\"a}user}
}

@book{hall2005generalized,
  title={Generalized Method of Moments},
  author={Hall, A.R.},
  isbn={9780198775201},
  lccn={2005297434},
  series={Advanced Texts in Econometrics},
  url={http://books.google.ca/books?id=jN-T-fU139wC},
  year={2005},
  publisher={OUP Oxford}
}

@book{epps2007pricing,
  title={Pricing Derivative Securities},
  author={Epps, T.W.},
  isbn={9789812700339},
  lccn={2007006660},
  url={http://books.google.ca/books?id=Wk9Ih3uWM10C},
  year={2007},
  publisher={World Scientific Publishing Company Pte. Limited}
}