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[1] S. V. Kuchuk-Yatsenko, Yu. S. Mishura and Ye. Yu. Munchak. An application of the Malliavin calculus for calculating the precise and approximate prices of options with stochastic volatility. Theor. Probability and Math. Statist. 94 (2017) 97-120.
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[2] S. V. Bodnarchuk and O. M. Kulik. Stochastic control based on time-change transformations for stochastic processes with L\'evy noise. Theor. Probability and Math. Statist. 86 (2013) 13-31.
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[3] O. M. Kulik, Yu. S. Mishura and O. M. Soloveĭko. Convergence with respect to the parameter of a series and the differentiability of barrier option prices with respect to the barrier. Theor. Probability and Math. Statist. 81 (2010) 117-130. MR 2667314.
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[4] Georgii Shevchenko. Euler approximations of anticipating quasilinear stochastic differential equations. Theor. Probability and Math. Statist. 72 (2006) 167-175. MR 2168146.
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[5] A. M. Kulik. Malliavin calculus for Lévy processes with arbitrary Lévy measures. Theor. Probability and Math. Statist. 72 (2006) 75-92. MR 2168138.
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