d选项是错的吗？

问题如下：

Monte Carlo simulation is flexible and allow financial engineering to price complex financial instruments, Which of the following statements is not a disadvantage of the Monte Carlo technique when solving problems ?

选项：

A.

High computational costs arise with complex markets and issues.

B.

Results of most Monte Carlo experiments are difficult to replicate.

C.

Simulation results are experiment-specific because financial problems are analyzed based on a specific data generating process and set of equations.

D.

Since Monte Carlo simulations always draw random variables from a normally distributed population, they are not accurate when the input variables have fat tails.

解释：

D is correct

考点：Monte Carlo缺点

解析：蒙特卡洛模拟的输入变量或者参数不一定非要服从正态分布，可以根据实际情况进行调整，分布来满足试验的需求。其缺点主要在于使用分布和实际分布不一致会导致试验结果的偏差。