Fluctuations of Lévy Processes with Applications: Introductory Lectures (Universitext)

Lévy Processes and Stochastic Calculus (Cambridge Studies in Advanced Mathematics)

Lévy Matters V: Functionals of Lévy Processes: 2149 (Lecture Notes in Mathematics, 2149)

Lévy Processes in Algorithmic Trading with Python: Advanced Stochastic Models for High-Frequency Trading and Risk Management

Lévy Matters IV: Estimation for Discretely Observed Lévy Processes: 2128 (Lecture Notes in Mathematics, 2128)