By analyzing asset price vibration rate following limited Markov chain, prediction model of future time vibration rate and related pricing method of stock option are made.
本文通过对服从有限马尔可夫链的标的资产价格波动率进行分析，得出了在未来时刻波动的预测模型，并给出了相应的期权定价方法。
Compared with the newsboy model, we discuss the role of nested-option in perishable products supply chain risk management.
并通过与经典报童模型比较，讨论了嵌入式期权在易逝品供应链风险规避中的作用。
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