对欧式期权定价的B-S 模型进行了推广。
研究了股票支付红利的跳扩散过程的欧式期权定价模型。
Considering dividend, we establish the option-pricing model with jump-diffusion process.
同时，探讨了模型的理论应用，给出了息票国债与基于息票国债的欧式期权定价公式。
At the same time, we discuss the theory application of the model and give the pricing formula of coupon treasuries and European option pricing formula on coupon treasuries.
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