[R-SIG-Finance] Option valuation for arbitrary distribution using monte carlo simulation

[Joachim Breit]

Dear list,

(forgive me if this is a question already answered a hundred times here 
- I was unable to find the threads)

I want to derive option prices (let's say european style for a start) 
for a given sample of historical return data (let's say the last 50 DAX 
returns) using monte carlo simulation. It is clear that the return data 
has to be transformed into "risk neutral" data first. I thought I could 
find a procedure for this task (data transformation and simulation) in R 
because it should be a standard approach for assessing market option 
prices. But I could not find anything.

Can somebody help?

Joachim