[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,
--
View this message in context: http://r.789695.n4.nabble.com/Option-valuation-for-arbitrary-distribution-using-monte-carlo-simulation-tp4095718p4103558.html
Sent from the Rmetrics mailing list archive at Nabble.com.
More information about the R-SIG-Finance
mailing list