2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/208722We recently showed that the S&P500 stock market index is well described by Tsallis non-extensive statistics and nonlinear Fokker-Planck time evolution. We argued that these results should be applicable to a broad range of markets and exchanges where anomalous diffusion and `heavy' tails of the distribution are present. In the present work we examine how the Black-Scholes derivative pricing formula is modified when the underlying security obeys non-extensive statistics and Fokker-Planck time evolution. We answer this by recourse to the underlying microscopic Ito-Langevin stochastic differential equation of the non-extensive process.9 pages. Revised version, added derivation, deleted time homogeneous process. Submitted to Physica AStatistical MechanicsDisordered Systems and Neural NetworksPricing of Securitiestext