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: A new method is proposed to obtain the risk neutral probability of share prices without stochastic calculus and price modeling, via an 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 .