Purtukhiya O. G.

We investigate statistical structures that admit consistent criteria for hypotheses testing and establish necessary and sufficient conditions for the existence of consistent criteria for hypotheses testing.

We consider onе type of European option in the case of the Black – Scholes financial market model whose payment function is a certain combination of binary and Asian options. The corresponding hedging scheme is analyzed.We deduce the formula for the Clark stochastic integral representation of the corresponding Wiener functional with integrand represented in the explicit form.