Before revision: Stock prices will rarely follow the assumed model but, when stock's transaction times are dense in the interval t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock  price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .
After revision: Stock prices will rarely follow the assumed model t_0,T), they determine risk neutral probability (-ies) {\cal P}^* for the stock price at time T . The remaining available risk neutral probabilities at T correspond to stock prices with different jumps-variability .