The bootstrap method (Bootstrapping) is a resampling method from the area of statistics. Assume one given time series containing historical stock prices. Then, the daily returns are extracted. In a next step a new sequence of prices is generated by randomly chosen historical daily returns. The advantage of this method is, it needs no assumptions for the distribution of the daily returns. Because, instead of a theoretical distribution (e.g., normal distribution and Bernoulli distribution in Brownian motion or Binomial model), the empirical distribution of the daily returns is applied.