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	1.	Recent progress in theory and applications : foundations, trees, and numerical issues in finance / Thomas Duquesne [and others] ; editors, Ole E. Barndorff-Nielsen [and others] ; with a short biography of Paul Lévy by Jean Jacod. by Schwab, Ch. (Christoph) Barndorff-Nielsen, O. E. (Ole E.) Jacod, Jean Sato, Ken-iti, 1934-. Fractional integrals and extensions of selfdecomposability Duquesne, Thomas. Packing and Hausdorff measures of stable trees Reichmann, Oleg. Numerical analysis of additive, Lévy, and Feller processes with applications to option pricing Series: Lévy matters ; 1. \| Lecture notes in mathematics (Springer-Verlag) ; 2001. Material type: Text; Format: available online ; Nature of contents: ; Literary form: Not fiction Publication details: Heidelberg ; New York : Springer, ©2010 Other title: Foundations, trees and numerical issues in finance Online resources: Click here to access online Availability: Items available for loan: e-Library (1). Place hold
	2.	The Black-Scholes Model. by Capiński, Marek, 1951- Kopp, P. E, 1944- Series: Mastering mathematical finance Material type: Text; Format: available online ; Literary form: Not fiction Publication details: Cambridge : Cambridge University Press, 2012 Online resources: EBSCOhost Availability: Items available for loan: e-Library (1). Place hold
	3.	An introduction to financial option valuation [electronic resource] : mathematics, stochastics, and computation / Desmond J. Higham. by Higham, D. J. (Desmond J.) Material type: Text; Format: electronic available online ; Literary form: Not fiction Publication details: Cambridge, UK ; New York : Cambridge University Press, 2004 Online resources: EBSCOhost Availability: Items available for loan: e-Library (1). Place hold

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