Theory of valuation of options in stochastic finance models

In this paper the concepts and main results of stochastic mathematical finance are analyzed and they are applied to the Value Theory in stochastic finance models with continuous and discrete time. We consider the option coverture problem and other activities in free arbitrage markets. Our objective is linked with European assets negotiated in complete and incomplete markets, more than American options. The option valoration problems are treated for obtaining a rational valoration and coverture strategies.