NO.PZ2018122801000084
问题如下:
You are running a Monte Carlo simulation to price a portfolio of options. When generating random numbers for use in the simulation:
选项:
A.The stratified sampling method eliminates extreme observations.
B.A truly random number generator would avoid clustered observations.
C.A congruential pseudorandom number generator creates sequences converging to a constant value.
D.The Latin hypercube sampling method ensures that all strata are sufficiently well-represented.
解释:
D is correct.
考点Monte Carlo Methods