Svishchuk, A. V.; Kalemanova, A. V. The stochastic stability of interest rates with jump changes. (English. Ukrainian original) Zbl 0990.60059 Theory Probab. Math. Stat. 61, 161-172 (2000); translation from Teor. Jmovirn. Mat. Stat. 61, 152-163 (2000). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60H10 62P05 91G30 PDFBibTeX XMLCite \textit{A. V. Svishchuk} and \textit{A. V. Kalemanova}, Teor. Ĭmovirn. Mat. Stat. 61, 152--163 (2000; Zbl 0990.60059); translation from Teor. Jmovirn. Mat. Stat. 61, 152--163 (2000)
Svishchuk, A. V.; Zhuravitskyj, D. G.; Kalemanova, A. V. Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps. (English. Ukrainian original) Zbl 0971.60069 Ukr. Math. J. 52, No. 3, 489-497 (2000); translation from Ukr. Mat. Zh. 52, No. 3, 424-431 (2000). Reviewer: M.P.Moklyachuk (Kyïv) MSC: 60J60 60J75 91B70 91G20 60J25 PDFBibTeX XMLCite \textit{A. V. Svishchuk} et al., Ukr. Mat. Zh. 52, No. 3, 424--431 (2000; Zbl 0971.60069); translation from Ukr. Mat. Zh. 52, No. 3, 424--431 (2000) Full Text: DOI