英文文献：Pricing Commodity Options under Markov Regime Switching GARCH Processes-基于马尔可夫制度转换GARCH过程的商品期权定价
英文文献作者：Wu, Feng,Guan, Zhengfei
英文文献摘要：
MS-GARCH option pricing model proposed in this paper accommodates new features of corn futures price movement in the era of biofuel production and therefore is more general. Our findings show that this new model will outperform models used in the existing literature both for the in-sample and out-of-sample option pricing fit.

本文提出的MS-GARCH期权定价模型适应了生物燃料生产时代玉米期货价格运动的新特征，因此更具有普遍性。研究结果表明，该模型在样本内和样本外的期权定价拟合均优于已有文献中使用的模型。