Troush, N.N., and A.V. Kuzmina. “Option Pricing by Esscher Transforms in the Cases of Normal Inverse Gaussian and Variance Gamma Processes”. Studia Informatica. System and Information Technology, vol. 16, no. 1-2, May 2019, pp. 35-44, https://czasopisma.uph.edu.pl/studiainformatica/article/view/472.