Bibliografia Detalhada

Lecture Notes - Lévy Processes and Applications
João Guerra
ISEG
2012

Lévy Processes and Infinitely Divisible Distributions
K.-I. Sato
Cambridge University Press
1999
(Bibliografia Opcional)

Financial modelling with Jump Processes
R. Cont and P. Tankov
Chapman & Hall / CRC Press
2003

Lévy Processes and Stochastic Calculus
D. Applebaum
2nd. Edition, Cambridge University Press
2009

Lévy Processes in Finance
Wim Schoutens
John Wiley & Sons
2003
(Bibliografia Opcional)

Applied Stochastic Control of Jump Diffusions
B. Oksendal and A. Sulem
2nd. Edition, Springer.
2007
(Bibliografia Opcional)

An introduction to Lévy processes with applications in finance
A. Papapantoleon
Lecture notes, TU Vienna, http://arxiv.org/abs/0804.0482
2008
(Bibliografia Opcional)