NO.PZ2016082402000043
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't 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 be used to value American options.
不是美式期权不能用蒙特卡洛模拟吗？
