Chinese Agricultural Science Bulletin ›› 2009, Vol. 25 ›› Issue (4): 303-306.
Special Issue: 现代农业发展与乡村振兴
• 三农问题研究 • Previous Articles
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Abstract: We assume that the agricultural products price follow the Ornstein-Uhlenbeck process with jump, and think out the algorithm about how to simulate the price process with Monte Carlo method and then get the option price. At last, we analyze the important model factors.
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https://www.casb.org.cn/EN/Y2009/V25/I4/303
