Texts in English
Stochastic Differential Equations
Stochastic Differential Equations: Solved problems from Øksendal’s book
Malliavin Calculus: Solved problems from Nunno, Øksendal & Proske
An Introduction to Malliavin Calculus (slides)
An Application of Malliavin Calculus to Finance (poster)
Monotonicity of Option Prices with Respect to Volatility (Poster)