NO.PZ2023091601000090
问题如下：
Which of the following
statements about Monte Carlo simulation is incorrect?
选项：
A.
Correlations among
variables can be incorporated into a Monte Carlo simulation.
B.
Monte Carlo
simulations can handle time-varying volatility.
C.
Monte Carlo
methods can be used to estimate value-at-risk (VaR) but cannot be used to price
options.
D.
For estimating
VaR, Monte Carlo methods generally require more computing power than historical
simulations.
解释：
Monte Carlo
simulations cannot price options with early exercise accurately. All of the
other statements are correct. Correlation can be incorporated using the method
of Choleskyde composition, Monte Carlo simulations can be designed to handle
time varying volatility, and Monte Carlo simulations are computationally more
intensive than historic simulations.
Monte Carlo simulations can handle time-varying volatility.
能举例说明蒙特卡洛模拟咋就体现了趋势特点吗？
C是错的原因是蒙特卡洛模拟无法估值会提前行权的美式期权，但是能估值不能提前行权的美式或欧式期权对吗
