The Option Pricing for the Stocks with Jump Diffusion Based on Foreign Exchange Buying Rate

In case of risk neutral, by constructing stochastic differential equation in which the stock price calculated by use of foreign currency conforms to jump diffusion and the stochastic differential equation of foreign currency exhange rate, and taking into consideration the corelation between the influencing factors of foreign exchange rate and stock price, the correspondent European option pricing formula(pricing in base currency) is thus worked out.