From Publishers Weekly This last volume of a trilogy represents the culmination of a monumental project the bringing into print of Lovecraft's stories in their definitive form, based on manuscripts and notes. This volume also contains the important study, ''Supernatural Horror in Literature,'' and repairs a long time need by providing it with an index. T. E. D. Klein, whose work has been influenced by Lovecraft, contributes a long introduction tracing the authors who themselves influenced Lovecraft, in particular Lord Dunsany. Among the stories are ''From Beyond'' and ''Herbert WestReanimator,'' both of which have recently been brought to the screen, ''Beyond the Wall of Sleep,'' ''The Lurking Fear'' and ''Under the Pyramid,'' this last ghost written for Harry Houdini. Joshi, whose long-time project this has been, has also provided a chronological listing of HPL's works.