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

[Joachim Breit]

I appreciate msalese's help, but: good question!

Am 24.11.2011 12:59, schrieb Bogaso:
> 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,
>