:: deftheorem defines Call-Option FINANCE3:def 5 :
for Omega being non empty set
for Sigma being SigmaField of Omega
for RV being random_variable of Sigma, Borel_Sets
for K being Real
for b₅ being Function of Omega,REAL holds
( b₅ = Call-Option (RV,K) iff for w being Element of Omega holds
( ( (RV - (Omega --> K)) . w >= 0 implies b₅ . w = (RV - (Omega --> K)) . w ) & ( (RV - (Omega --> K)) . w < 0 implies b₅ . w = 0 ) ) );