Under the hypothesis of underlying asset price being driven by ajump-diffusion process that is a count process discussed the option pricing when interest rate is random variable, we obtain the pricing formula of European call option.

• 在(1)的假设下,讨论了当利率为随机变量时的期权定价问题,给出了欧式买权与卖权的定价公式以及平价关系。