 Our method of proof is based on an integral representation of the option price involving the tail probability of the log-return process under the share measure and a suitable change of probability measure under which the pure-jump componentof the log-return%DIFDELCMD < } %%% process becomes a Y-stable process.
<clarity>  Our method of proof is based on an integral representation of the option price involving the tail probability of the log-return process under the share measure and a suitable change of probability measure under which the pure-jump componentof the log-return%DIFDELCMD < } %%% process becomes a Y-stable process.
 Our method of proof is based on an integral representation of the option price involving the tail probability of the log-return process under the share measure and a suitable change of probability measure under which the %DIFDELCMD < } %%% process becomes a Y-stable process.