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Historical returns are not to be used 'untreated' for the calculation of option prices. The expectation that you will be using in Monte Carlo will take the form $$ C(K,T) = E^Q\{D(T)\ \max[0, S_T-K, 0]\} $$ where $T$ is the maturity, $K$ is the strike price, $S$ is the stock price and $D$ is the discount factor. But the expectation is taken under the 'risk ...

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