假定基础资产股票价格的跳过程为比Poisson过程更一般的跳过程—一类特殊的更新过程,在风险中性的假设下,利用鞅方法推导出了在随机利率下的两种奇异期权定价公式. Assume that the jump of stock price of underlying assets is a more general jump process than Poisson process, a special kind of renewal process. Under the assumption of risk neutrality, the martingale method is used to derive two kinds of singular option pricing formulas under stochastic interest rate .