The applied problem in this well-written paper is risk and complex fractals in finance. The math portion centers around the Black-Scholes equation of order n. The author begins by introducing fractals in finance a la Mandelbrot, and he bases his arguments on a simple model for a random walk in the complex plane. That is needed for the essential term that is part of his stochastic differential equation, a Black-Scholes equation of order n, with a white noise term. He solves the equation in the real case, using the algorithm developed with the complex random walk method introduced early in the paper.