题目
Using standard Monte Carlo methods, an analyst prices a European call options using 1,000 simulations of underlying stock price. The option price is estimated at USD 1.00 with a standard error USD 0.40. All other things kept constant. If the analyst increases the number of simulations to 3,000, the resulting standard error is likely to be:
选项
A.0.13
B.0.21
C.0.23
D.0.69
答案
C
解析
本题解析如下：「huixue_img/importSubject/1564169386665840640.png」