Bibliografia

Principal

• João Guerra (2012) Lecture Notes - Lévy Processes and Applications ISEG, 2012
• R. Cont and P. Tankov (2003) Financial modelling with Jump Processes Chapman & Hall / CRC Press
• D. Applebaum (2009) Lévy Processes and Stochastic Calculus 2nd. Edition, Cambridge University Press

Secundária

• K.-I. Sato (1999) évy Processes and Infinitely Divisible Distributions Cambridge University Press
• Wim Schoutens (2003) Lévy Processes in Finance John Wiley & Sons
• B. Oksendal and A. Sulem (2007) Applied Stochastic Control of Jump Diffusions 2nd. Edition, Springer
• A. Papapantoleon (2008) An introduction to Lévy processes with applications in finance Lecture notes, TU Vienna