Glonti, O. A., and O. G. Purtukhiya. “Hedging of the European Option With Nonsmooth Payment Function”.
Ukrains’kyi Matematychnyi Zhurnal 70, no. 6 (June 25, 2018): 773–787. Accessed April 16, 2025.
https://umj.imath.kiev.ua/index.php/umj/article/view/1594.