Pring Of The Asian-reset Option Under Jump Diffussion Model

With the development of financial markets, option gradually be-comes a financial hedging derivative. So emerged a large number of new option products. For example, the looking-black option, binary op-tion, reset option and so on. Because reset options for investors will have bigger profit possibility, its fair pricing becomes the research object of many scholars. Firstly, this paper empirical study on the distribution of ?ln(1+?i) with the goodness-of-fit test method,then get the proba-bility distribution of underlying assets prices's geometric average when it is follow jump-diffusion process, finally, using the Girsanov's theo-rem, through transforming the probability measure and the martingale method, we obtain the pricing formulas of the geometric average Asian reset option.