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何小建 · 2019年08月20日

问一道题:NO.PZ2019040801000068 [ FRM I ]

问题如下图:能否解释下这道题

选项:

A.

B.

C.

D.

解释:

1 个答案

orange品职答疑助手 · 2019年08月21日

同学你好。antithetic variates是一种应用于蒙特卡洛模拟中,减少方差的技术。它使得蒙特卡洛模拟中,每一次的随机项,尽可能互补,也就是之前的随机项取正,下一次就取负,这样子一来,S的变化就会小,波动也就会变小。你也可以听一听这里,何老师在基础班上有讲的。


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