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 .
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 in the future, at T; \ n increases with the number of share's transactions in T .