The model of European option pricing for a given stochastic differential equation driven by the Brownian motion and Poisson process is obtained and the solution of the model is given out by using Ito formula and the method of stochastic differential.

• 针对布朗运动和泊松过程共同驱动下股票价格的随机微分方程；利用Ito公式和随机积分的方法；得到了该形式下欧式期权定价的模型；并给出了模型的求解.