Before revision: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T , for the agent selling the stock 's European call option at  t_0 and for the buyer who may exercise it at  T . The nature of these probabilities is justified by the slight dependence of stock returns and the weak Efficient Market Hypothesis (Fama,1965) .
After revision: The embedding of the stock price return modeling problem in Le Cam's statistical experiments framework suggests strategies-probabilities, obtained from the traded stock prices in the time interval t0,T , for the agent selling the stock 's European call option at t_0 and for the buyer who may exercise it at T .