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2. Stochastic Partial Differential Equations Driven by Lévy Space-Time White Noise
3. Periodic Ornstein-Uhlenbeck Processes Driven by Lévy Processes
4. Backward Stochastic Differential Equations and Feynman-Kac Formula for Lévy Processes, with Applications in Finance
5. Saddlepoint Approximations to Option Prices
6. Cointegrated Processes with Infinite Variance Innovations
7. An Operational Calculus for Probability Distributions via Laplace Transforms
8. Max-Plus Decomposition of Supermartingales and Convex Order. Application to American Options and Portfolio Insurance
9. Comparison of Semimartingales and Lévy Processes
10. Overshoots and Undershoots of Lévy Processes
11. Some Remarks on First Passage of Lévy Processes, the American Put and Pasting Principles
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