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中文摘要：
借鉴Merton的跳跃扩散模型的思想,根据中国股市的具体情况,用含有Poisson过程的Ito-Skorohod随机微分方程描述股票价格的运动.利用鞅定价技巧（风险中性方法）推导出考虑涨跌停规则的跳跃扩散的股票期权在t时刻的价格公式,并利用随机模拟和中心极限定理讨论如何具体计算股票期权的价格.
英文摘要：
Based on the idea of jump and pervasion by Merton,a model for underlying asset price with a diffusion process involving jump and pervasion was established.By applying Ito-Skorohod formula and martingale pricing sleight within the framework of our model,a closed form analytic solution for the pricing formula of stock option with the rules of limit up and limit down was derived.Then,the idiographic forms on the different circumstances by stochastic simulation and center limit theorem is discussed.
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