This article describes the fair prices of risk assets , and specify the conditions that a given random process is martingale. 
Determining the fair price of risk assets in the overall markets is a solution problem, in particular the price, you can find the 
formula of Black - Scholes, for incomplete markets, the question remains open. 
Most  of  the  works  on this subject  are  modeling  the behavior  of  the  overall  market  assets, that  is,  markets in  which the 
evolution of each security has a unique martingale world. However, research shows that all markets are incomplete, that is, there 
is no single measure martingalnoi for one risky asset. In this regard, the problem arises of describing all martingale measures for 
the valuation of liabilities and build strategies to protect investments in this security (hedging strategies). It is to this type of 
problems and belongs to a task which is solved in this article. 
The state of economic theory and accumulated facts from the different branches of  the economic science require to analyze 
the concept of the description of economy systems. The economic reality  generates the problems the solution of that is only 
possible by a new paradigm of the description of economy system.  The classical mathematical economics is based on a notion of 
the rational customer choise generated by a certain preference relation on some set of goods a consumer wanted and the concept 
of maximization of the firm profit. The sense of the notion of the rational consumer choise is that it is determined by a certain 
function,  definding  the  choise  of  a  consumer  by    maximization of  it  on  a  certain  budget  set  of  goods.  Moreover,  choises  of 
consumers are independent. In the reality choises of consumers are not independent.  
Keywords: martingale measure, Radon-Nikodim derivative, risk asset.