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

[msalese]

Hi guys, I think that you can use what distribution you want.
Stable is one of that better fits the log returns (it's my opinion!)
But you can have more info giving a look at
http://www.mathestate.com/tools/Financial/map/Overview.html).
If you prefer you can price with GARCH to better reproduce the smile effect. 
I'm a buyer side trader (risk taker), I price options only to create future
scenarios and on that scenarios I plan the reaction.


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