Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps (Q2722131)

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Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps
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    Analog of the black-scholes formula for option pricing under conditions of (b, s, x)-incomplete market of securities with jumps (English)
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    11 July 2001
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    Black-Scholes formula
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    Feynman-Kac formula
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    random evolution process
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    Markov process
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