Bismut–Elworthy–Li formula for subordinated Brownian motion applied to hedging financial derivatives, M. Kateregga, S. Mataramvura & D. Taylor, Cogent Economics & Finance (2017), 5: 1384125
https://doi.org/10.1080/23322039.2017.1384125
The above article was originally published with errors in equations (2), (3), (4) and (5) which has now been corrected.
Cogent OA apologises for the errors.