* Benth, F., Nunno, G.Di., Lokka, A., Oksendal, B., Proske, F. (2003), Explicit representation of the minimal variance portfolio in markets driven by Levy processes. Mathematical Finance. 13(1), 55-72.
* Bermin, H.P. (2003), Hedging Options: The Malliavin calculus approach versus the Δ-Hedging approach, Mathematical Finance, 13(1), 73-84.
* Black, F., Scholes, M. (1973), The pricing of options and corporate liabilities, journal of political economy, 81, 637–659.
* Cont, R., Tankov, P. (2004), Financial modeling with jump processes, Financial Mathematics Series, Chapman and Hall/CRC.
* Follmer, H., Schweizer, M. (1991), Hedging of contingent claims under incomplete information, Applied Stochastic Analysis, Stochastic Monographs, 5, Goldon and Breach, 389-414.
* Follmer, H., Sondermann, D. (1990), Hedging of non-redundant contingent claims, in Contributions to Mathematical Economics, North-Holland, 205-223.
* Harrison, J.M., Pliska, S.R. (1981), Martingales and stochastic integrals in the theory of continuous trading, Stochastic Processes and Their Applications, 11, 215-280.
* Harrison, J.M., Pliska, S.R. (1983), A stochastic calculus model of continuous trading: complete markets, Stochastic Processes and Their Applications, 15, 313-316.
* Lokka, A. (2004), Martingale representation of functional of Levy processes, Stochastic Analysis and Applications, 22(4), 867-892.
* Nunno, G. D., Oksendal, B., Proske, F. (2009), Malliavin calculus for Levy processes with applications to Finance, Springer.
)