CFAIII-AA R13 知识框架图 P14，"Monte Carlo Simulation can solve path dependent problem"表述有歧义，应当为"When terminal wealth is path dependent, an analytical approach is not feasible but Monte Carlo simulation is." Path Dependent确实是 MCS的特点。
Lee · 2021年08月15日
CFAIII-AA R13 知识框架图 P14，"Monte Carlo Simulation can solve path dependent problem"表述有歧义，应当为"When terminal wealth is path dependent, an analytical approach is not feasible but Monte Carlo simulation is." Path Dependent确实是 MCS的特点。
