Nattakorn PhewcheanRenato CostaMasnita MisiranYongwimon LenburyMahidol UniversityUniversiti Utara MalaysiaPERDO2020-12-282020-12-282020-01-01International Journal of Circuits, Systems and Signal Processing. Vol.14, (2020), 821-825199844642-s2.0-85097209741https://repository.li.mahidol.ac.th/handle/20.500.14594/60449© 2020, North Atlantic University Union NAUN. All rights reserved. We investigate the derivation of option pricing involving several assets following the Geometric Brownian Motion (GBM). First, we propose some derivations based on the basic ideas of the assets. Next, we consider the trivial case where we have n assets. Finally, we consider different drifts, volatilities and Wiener processes but now from n stochastic assets taking into account a fixed-income.Mahidol UniversityComputer ScienceEngineeringArticleSCOPUS10.46300/9106.2020.14.106