At last,the paper derivates the pricing formula of European call option by using equivalent measure transformation and martingale methods for two cases: one is consider of stock price, the other is consider of the price of foreign exchange market.

• 利用等价测度和鞅的方法,分别在以股票价格和以外汇市场的波动率为选择重设点依据的两种情况下推导了它们的欧式看涨期权的定价公式。