Bibliografia Detalhada
Lévy Processes and Stochastic CalculusD. ApplebaumCambridge University Press2004Lévy Processes in FinanceWim SchoutensJohn Wiley & Sons2003Financial modelling with Jump ProcessesR. Cont and P. TankovChapman & Hall / CRC Press2003Risk-Neutral Valuation: Pricing and Hedging of Financial Derivatives, 2nd. EditionN. H. Bingham and R. KieselSpringer2004(Bibliografia Opcional)Lévy Processes and Infinitely Divisible DistributionsK.-I. SatoCambridge University Press1999(Bibliografia Opcional)