Jorge A. León, Josep L. Solé, Frederic Utzet, Josep Vives. On Lévy processes, Malliavin calculus and market models with jumps. Finance and Stochastics, 6(2):197-225, 2002. [doi]
@article{LeonSUV02,
title = {On Lévy processes, Malliavin calculus and market models with jumps},
author = {Jorge A. León and Josep L. Solé and Frederic Utzet and Josep Vives},
year = {2002},
doi = {10.1007/s007800100055},
url = {http://dx.doi.org/10.1007/s007800100055},
researchr = {https://researchr.org/publication/LeonSUV02},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {6},
number = {2},
pages = {197-225},
}