目次

Introduction: Lévy and Additive Processes, Lévy Processes in Finance. Malliavin-Skorohod Type Calculus without Probabilities: The Fock Space Setting. Additive Processes: The Chaotic Representation Propert. Malliavin-Skorohod Calculus for Gaussian Processes: A Review. Malliavin-Skorohod Calculus for Poisson Random Measures in the Canonical Space. Examples: The Cases of Standard Poisson Process and Simple Lévy Process. Clark-Hausmann-Ocone Formula. Pricing and Hedging Financial Derivatives. Sensitivity Analysis for Stochastic Volatility Additive Models. Price Decomposition for Stochastic Volatility Jump Diffusion Models and Applications. Local Risk Minimizing Hedging Strategies.