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Option valuation for arbitrary distribution using monte carlo simulation

Christofer 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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Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 22 msalese Option valuation for arbitrary distribution using monte carlo simulation Nov 22 Paul Ringseth Option valuation for arbitrary distribution using monte carlo simulation Nov 22 Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 23 msalese Option valuation for arbitrary distribution using monte carlo simulation Nov 23 Christofer Bogaso Option valuation for arbitrary distribution using monte carlo simulation Nov 24 Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 24 msalese Option valuation for arbitrary distribution using monte carlo simulation Nov 24 Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 24 Matthew Clegg Option valuation for arbitrary distribution using monte carlo simulation Nov 24 Patrick Burns Option valuation for arbitrary distribution using monte carlo simulation Nov 24 Brian G. Peterson Option valuation for arbitrary distribution using monte carlo simulation Nov 24 Charles Ward Option valuation for arbitrary distribution using monte carlo simulation Nov 25 msalese Option valuation for arbitrary distribution using monte carlo simulation Nov 25 Joachim Breit Option valuation for arbitrary distribution using monte carlo simulation Nov 28