NO.PZ2023091601000097
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.
A truly
random number generator would avoid clustered observations.
A
congruential pseudorandom number generator creates sequences converging to a
constant value.
The Latin
hypercube sampling method ensures that all strata are sufficiently
well-represented.
解释:
可以每个选项再解释下吗?