# Simulate option prices [closed]

Starting value = 3110.29 K = 3100 Trading days = 20

Need to simulate the price of an option by using these 2 methods. ( For homoscedastic errors ).

*This is what I have already set up

 returns.mean = dynlm(SP500returns ~ 1, data = sp500returns) # Calculate mean equation

####################Monte Carlo Simulation####################################
set.seed(123)
n = 20
repl = 1000
df = 1

X_bar = rep(0, repl)
X_var = rep(0, repl).


Any suggestions if the code for MC is correct, and any advice? As well, don't know how to set up the bootstrapping so any help if welcomed.

Thank you.