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MR2460554 (2010f:60001) 60-02 (60G10 60H07 60H40 60J65 60J75 91-02 91G80)
Di Nunno, Giulia; Øksendal, Bernt; Proske, Frank Malliavin calculus for Lévy processes with applications to finance. Universitext. Springer-Verlag, Berlin, 2009. xiv+413 pp. ISBN: 978-3-540-78571-2
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