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

Joachim Breit jbreit at nexgo.de
Thu Nov 24 13:08:52 CET 2011


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,
>



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