https://www.mathworks.com/help/fininst/gapbybls.html
gapbybls - Determine price of gap digital options using Black-Scholes model - MATLAB
This MATLAB function calculates gap European digital option prices using the Black-Scholes option pricing model.
black scholes modelgap digital
https://www.home.saxo/en-ch/content/glossary/black-scholes-model
Black Scholes model | Saxo Bank Switzerland
black scholes modelsaxo bankswitzerland