Author(s)

Calvin Tadmon^1,2*, Eric Rostand Njike-Tchaptchet¹

¹Department of Mathematics and Computer Science, Faculty of Science, University of Dschang, Dschang, Cameroon.
²International Centre for Theoretical Physics, Trieste, Italy.

In this paper, by taking into account the rating in a new concept of economic space, we propose a model of the dynamics of an economic particle, a model of price process, an extension of risk measures, and a new approach of option pricing with associated hedging portfolio.

Economic Space, Economic Particle, Rating, Price Process, Risks Measures, Option Pricing

Tadmon, C. and Njike-Tchaptchet, E. (2020) An Approach of Price Process, Risk Measures and European Option Pricing Taking into Account the Rating. Journal of Mathematical Finance, 10, 306-333. doi: 10.4236/jmf.2020.102019.