Zhuravyts'kyi DG, Kalemanova AV, Svishchuk AV. Analog of the black-scholes formula for option pricing under conditions of (B, S, X)-incomplete market of securities with jumps. Ukr. Mat. Zhurn. [Internet]. 2000 Mar. 25 [cited 2025 Apr. 24];52(3):424-31. Available from: https://umj.imath.kiev.ua/index.php/umj/article/view/4434