Abstarct: In this thesis,we deal with markov markets that are priced according to the Black-Scholes model.taht is,their process to the equation below: dS_t=μ(X_t)S_t dt+σ(X_t)S_tdW_t where W_(t )the standardized and independent brainstorming process of the Markov chain and the parameters σ and μ respectively indicate dirift and turbulence of the market. In these types of markets,we are looking for a strategy that hedging the risk (so-called economists).