Malliavin Calculus for Lévy Processes with Applications to Finance | SpringerLink
Financial Calculus: Intro to Derivative Pricing Baxter, HCDJ Cambridge 2000,Financial Mathematics: A Comprehensive Treatment in Discrete Time (Chapman and Hall/CRC Financial Mathematics Series),Malliavin Calculus for Lévy Processes with Applications to Finance | SpringerLink,Malliavin Calculus in Finance