Zhuravyts’kyiDG, Kalemanova AV, Svishchuk AV. Analog of the black-scholes formula for option pricing under conditions of (<em class="a-plus-plus">B, S, X</em>)-incomplete market of securities with jumps. Ukr. Mat. Zhurn. [Internet]. 2000Mar.25 [cited 2024Jul.27];52(3):424-31. Available from: https://umj.imath.kiev.ua/index.php/umj/article/view/4434