Zhuravyts'kyi, D. G., Kalemanova, A. V., & Svishchuk, A. V. (2000). Analog of the black-scholes formula for option pricing under conditions of (B, S, X)-incomplete market of securities with jumps.
Ukrains’kyi Matematychnyi Zhurnal,
52(3), 424-431.
https://umj.imath.kiev.ua/index.php/umj/article/view/4434