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.
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：
B选项，A truly random number generator would avoid clustered observations.
正确的是A truly random number generator would not avoid clustered observations ？
蒙特卡洛模拟使用的随机数就是会有扎堆现象？
