A. V. Svishchuk, “Hedging of options under mean-square criterion and semi-Markov volatility”, Ukr. Mat. Zhurn., vol. 47, no. 7, pp. 976–983, Jul. 1995, Accessed: Apr. 13, 2025. [Online]. Available: https://umj.imath.kiev.ua/index.php/umj/article/view/5493