Before revision: This paper modifies single assumption in the base of classical option pricing model and derives further extensions for the Black-Scholes-Merton equation. We regard the price as the ratio of the cost and the volume of market transaction and apply classical assumptions on stochastic Brownian motion not to the price but to the cost and the volume.
After revision: This paper considers the asset price p as relations C=pV between the value C and the volume of market transaction and apply classical assumptions on stochastic Brownian motion not to the price but to the cost and the volume.