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

Bogaso bogaso.christofer at gmail.com
Thu Nov 24 12:59:13 CET 2011


Probably my question is quite trivial, however could somebody clarify me why
I need to have some stable distribution instead having any arbitrary
distribution? I know what the stable distribution is however could not get
the reason in the asset price generation context.

Thanks andregards,

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