美式期权不能用蒙特卡罗模拟来估值，这个结论在讲义的哪里？

问题如下：

Which one of the following statements about American options is incorrect?

选项：

A.

American options can be exercised at any time until maturity.

B.

American options are always worth at least as much as European options.

C.

American options can easily be valued with Monte Carlo simulation.

D.

American options can be valued with binomial trees.

解释：

ANSWER: C

This statement is incorrect because Monte Carlo simulations can not easily be used to value American options.