Before revision: In Black-Scholes delta-hedging method generalization, a "mirror-diffusion" inverse stochastic process is introduced with condition determined by the underlying price variance and payoff function. The process reduces an expected option value at maturity under equivalent martingale measure back to the current time.
After revision: The proposed model modifies option pricing formulas for the basic case of log-normal probability distribution providing correspondence to formulated criteria of efficiency and completeness. The model is self-calibrating by historic volatility data; it maintains the constant expected value at maturity under equivalent martingale measure back to the current time.