2026-07-072026-07-07http://salesiana.dossiersoluciones.com/handle/123456789/74578Optimal pricing of European call option is described by linear stochastic differential equation. Trading strategy given by a twin of stochastic variables was integrated w.r.t. Black-Scholes formula to adopt optimal pricing to tarading strategy.AMS-LaTeX, 3 pagesOptimization and ControlProbabilityZ369TZ-WLCX7Wtext