中文摘要：

假定股票价格的跳跃过程为一类特殊的更新跳过程,即事件发生时间间隔为相互独立且同服从Gamma分布的随机变量序列.利用鞅定价方法,用较简单的数学推导得到了在随机利率情形下跳扩散模型的欧式双向期权定价公式.

英文摘要：

This paper assumed stock price jump process for a special kind of renewal jump process,that is incident time interval for independent and subordinate to Gamma distribution random variable sequence.We obtain the European bi-direction option pricing formulas with jump diffusion model under the stochastic interest rates by simply mathematical induce by means of martingale method.