SvishchukA. V. (1995) “Hedging of options under mean-square criterion and semi-Markov volatility”, Ukrains’kyi Matematychnyi Zhurnal, 47(7), pp. 976–983. Available at: https://umj.imath.kiev.ua/index.php/umj/article/view/5493 (Accessed: 24November2024).