Bibliografia Detalhada
An introduction to Lévy processes with applications in financeA. PapapantoleonLecture notes, TU Vienna,
http://arxiv.org/abs/0804.04822008(Bibliografia Opcional)Applied Stochastic Control of Jump DiffusionsB. Oksendal and A. Sulem2nd. Edition, Springer.2007(Bibliografia Opcional)Lévy Processes in FinanceWim SchoutensJohn Wiley & Sons2003(Bibliografia Opcional)Lévy Processes and Stochastic CalculusD. Applebaum2nd. Edition, Cambridge University Press2009Financial modelling with Jump ProcessesR. Cont and P. TankovChapman & Hall / CRC Press2003Lévy Processes and Infinitely Divisible DistributionsK.-I. SatoCambridge University Press1999(Bibliografia Opcional)Lecture Notes - Lévy Processes and ApplicationsJoão GuerraISEG2012