On Pricing of an European Call Option in a Financial Market Model with Inertia

Jean-Pierre Lueteta Mulenda, Rostin Mabela Matendo, Jan Van Casteren, Walo Omana Rebecca, Yves Mangongo Tinda

Abstract: In aim goal of the present article is to determine the price of call European option in financial market model with inert investment agents, as described in , to a mathematical model of a financial market with jumps. This model takes also into account a certain inertial behavior of investors during small time intervals. Next the pricing of an European call option in this type of financial market out for this mathematical model.

Keywords: Financial market, price model, financial market with jumps and European call option