ZHURAVYTS'KYI, D. G.; KALEMANOVA, A. V.; SVISHCHUK, A. V. 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, [S. l.], v. 52, n. 3, p. 424–431, 2000. Disponível em: https://umj.imath.kiev.ua/index.php/umj/article/view/4434. Acesso em: 27 apr. 2025.