(2009) Malliavin Calculus for Monte Carlo Simulation with Financial Applications. Thesis, Department of Mathematics, Princeton University Øksendal, Bernt K.(1997) An Introduction To Malliavin Calculus With Applications To Economics. Lecture Notes, Dept. of Mathematics, University of Oslo (Zip file containing Thesis and addendum) Di Nunno, Giulia, Øksendal, Bernt, Proske, Frank (2009) "Malliavin Calculus for Lévy Processes with Applications to Finance", Universitext, Springer. External links Lecture Notes, 43 pages Thesis, 100 pages Stochastic calculus Integral calculus Mathematical finance Calculus of variations Paul Malliavin