中文摘要：

假定标的资产服从几何布朗运动,基于Merton、Vasicek以及Hull-White利率模型,分别给出对应的欧式看涨期权定价公式的显式表达式,并得到Gauss利率下欧式看涨期权定价公式的一般形式。

英文摘要：

In this paper the underlying asset obeys geometric Brownian motion.On the assumption of Merton,Vasicek and Hull-White interest rate models,the corresponding pricing formulas for European call options are given respectively.Finally,the general pricing formula under Gaussian interest rates is presented.