Mancino ME, Recchioni MC, Sanfelici S (2017) Fourier-Mallivian Volatility Estimation: Theory and Practice, Springer.

Here you can find the link to the Springer website: link.

Malliavin P, Thelmaier A (2006) Stochastic Calculus of Variations in Mathematical Finance, Springer.

Here you can find the link to the Springer website: link.