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中文摘要：
在Kim和Kunitomo提出的新型利率模型下，研究了股票价格服从跳-扩散过程的期权定价问题，同时考虑了红利的支付。假设参数都是关于时间的函数，利用鞅方法得到了欧式看涨期权与看跌期权价格的解析表达式，从而进一步推广了B-S模型的结论。
英文摘要：
Based on the new type interest rate model proposed by Kim and Kunitomo, the option price was studied when the stock price obeys the jump-diffusion process. Considering the payment of stock dividend, the analytical expressions of European call and put option prices were obtained using the Martingale method by assuming that the param- eters are time-dependent. This study developed the results of Black-Scholes model.
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