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Option valuation for arbitrary distribution using monte carlo simulation

I think it *is* clear what the volatility
of a stable distribution (other than
Gaussian) is: infinite.

That implies, I believe, that the price
of most options would also be infinite.
I'm not so convinced that doing a Monte
Carlo for options pricing with a stable
distribution is a good idea.

Caveat: I'm basically ignorant about options
pricing.

Pat
On 24/11/2011 15:36, Matthew Clegg wrote: