Pricing The Reload Options under Jump-Diffusion Model

Firstly the paper prove a conditional expectation formula,then construct stochastic different equation of stock price which jump process is Poisson process and the height of jump is a constant.Under the risk-neutral hypothesis,we find equivalent martingale measure and by means of martingale method and the proved conditional expectation,we obtain the European option and compound option pricing formulas on stocks with jump-diffusion process by simply mathematical induce.