传统的蒙特卡罗模拟样本使用伪随机数序列,而拟蒙特卡罗模拟采用的是确定的低偏差序列,本文对比了低偏差序列与伪随机数序列的特点,并用两种模拟方法计算了一个股票期权的VaR值,实验结果显示,在计算精度要求相同的条件下,拟蒙特卡罗模拟方法比传统的蒙特卡罗模拟法收敛要快得多,并且计算精度也更高一些。 The traditional Monte Carlo simulation sample uses the pseudo-random number sequence and the quasi-Monte Carlo simulation uses the definite low-bias sequence. In this paper, the characteristics of the low-bias sequence and the pseudo-random number sequence are compared and two simulation methods are used to calculate one The VaR of stock options, the experimental results show that under the same computing conditions, the quasi-Monte Carlo simulation method is much faster than the traditional Monte-Carlo simulation method, and the calculation accuracy is higher.