In this work we consider the following problem: Let (S (n) t )0 t T , n 2 N , be a sequence of stochastic processes describing the price of a stock during the time period [0; T ]. We assume that the distribution Pn of (S (n) t ) converges weakly to the distribution P of a stochastic process (St)0 t T . Secondly, we consider a European style derivative paying F (S) at time T if the stock price a...