The exact expressions of minimal martingale measure and the minimal entropy martingale measure for jump diffusion semimartingale are gained,with the specific changes of intensity and density function processes in these measures.

According to the characteristics that real estate asset price is not continuous but frequently jump, the B-S model which is used in the analysis of investment decision of real estate in option theory is extended to jump diffusion model, which enhance the real estate investment decisions in a scientific way.

The Pricing Formula of Compound Option in Jump-Diffusion Model;

Assuming jump process is a kind of special renewal process,it is established that the option pri- cing model in which the pricing process is jump-diffusion process.

Euler approximation is introduced for a broad class of jump-diffusion equations in this paper.

This paper discusses the problem of pricing on some multi-asset option-European Exchange option in jump-diffusion model.

When the finance market is under an impact,the stock price will be in jump-diffusion.

In this paper, we study the pricing problem of the perpetual Bermudan option with jump-diffusion by PDE(partial differential equation) method.

we study the pricing of European-call options,power-call options,cash-or-nothing call options,asset-or-nothing call options,capped-call options and compound options when the price of stock conform to jump-diffusion process.

In this paper,we consider the credit risk under a jump-diffusion credit risk model.