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, AN INTRODUCTION TO
MALLIAVIN CALCULUS
WITH APPLICATIONS TO ECONOMICS

Bernt Øksendal
Dept. of Mathematics, University of Oslo,
Box 1053 Blindern, N–0316 Oslo, Norway
Institute of Finance and Management Science,
Norwegian School of Economics and Business Administration,
Helleveien 30, N–5035 Bergen-Sandviken, Norway.
Email:

May 1997