  The approach that allows find European option price on the assumption of
hedging at discrete times is proposed. The routine allows find the option price
not for lognormal distribution functions of underlying asset only but for wide
enough classes of distribution functions too. It is shown that there exists a
nonzero possibility that market parameters can take values such that to realize
the hedging policy becomes impossible. This fact is not in contradiction with
Black-Scholes option price model as long as this possibility tends to zero at
the limit of continuous hedging.
