Zhuravyts’kyiD. G., KalemanovaA. V., and SvishchukA. V. “Analog of the Black-Scholes Formula for Option Pricing under Conditions of (<em class="a-Plus-plus">B, S, X</Em&gt;)-Incomplete Market of Securities With Jumps”. Ukrains’kyi Matematychnyi Zhurnal, Vol. 52, no. 3, Mar. 2000, pp. 424-31, https://umj.imath.kiev.ua/index.php/umj/article/view/4434.