In this work it is studied and presented the Black-Scholes model, based in its development on an approach in the probability. It becomes an extension through an application in uncertainty using fuzzy numbers, contrasted with the two approaches to be able to promote this methodology as a strategic element in the decision-making process on the Corporation, when confronted with the problem of valuation of European options.  This will allow that thanks to the determination of the best conditions for the set of options that present the highest level of performance financial and the lower risk, it can get the necessary elements for the formation of the design of investment portfolios best for the Corporation. The speech is only available in Spanish.