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

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.