CASE Statements are like this: CASE WHEN THEN ELSE END
So if you nest them, you have to END each nested CASE.
You can also format and simplify your code just a bit...
CASE
WHEN [mkt_Original].[IMPOEXPO]="1", <--Remove the comma
THEN CASE
WHEN [rod]="0201" AND [USD]/[Tons])<[TCambio].[CortePrecio0201]
THEN 1
WHEN [prod]="0202" AND [USD]/[Tons])<[TCambio].[CortePrecio0202]
THEN 1
ELSE 0
END
ELSE 1
END
AS GPrecio,