博弈期权是由Kifer引进的,本质上是美式期权的一种,它使买卖双方都有权在到期日前的任何时刻中止合约来维护自己的权益.本文考虑的市场不完备,对一种和俄罗斯期权有关的博弈期权,在股票价格过程满足一种特定的跳扩散模型下,通过求解Stefan问题,得到了其价格的明确表达式. The introduction of the game option by Kifer is essentially a kind of American option that allows both the seller and the seller the right to terminate the contract at any time before the expiration date in order to defend their rights and interests.This article considers the market is incomplete, The game option related to the Russian option obtains the explicit expression of its price by solving the Stefan problem under the condition that the stock price process satisfies a certain jump diffusion model.