Bibliografia Detalhada

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

Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd. Edition
N. H. Bingham and R. Kiesel
Springer
2004
(Bibliografia Opcional)

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

Lévy Processes and Stochastic Calculus
D. Applebaum
Cambridge University Press
2004

Lévy Processes in Finance
Wim Schoutens
John Wiley & Sons
2003