theorem JA3: :: FINANCE6:7

for Omega being non empty set
for F being SigmaField of Omega
for RV being random_variable of F, Borel_Sets
for K being Real
for g2 being Function of Omega,REAL st g2 = chi ((((Omega --> K) - RV) " [.0,+infty.[),Omega) holds
Put-Option (RV,K) = g2 (#) ((Omega --> K) - RV)