The wave-equivalent of the Black–Scholes option price: an interpretation

We propose an interpretation of the wave-equivalent of the Black–Scholes option price. We consider Nelsonʹs version of the Brownian motion (Dynamical Theories of Brownian Motion, Princeton University Press, Princeton, NJ, 1967) and we use this specific motion as an input to produce a Black–Scholes PDE with a risk premium