通过对期权的标的资产（以股票为例）的价格行为过程进行分析，引入一种价格服从混合过程的新模式，改变了Ｂｌａｃｋ－Ｓｃｈｏｌｅｓ期权定价模型的基本假设之一，推导出一种新的期权定价模型，获得了较理想的结果.

By analizing the behavior of underlying asset price and changing the basic assumption of Black Scholes option pricing model to the assumption that the underlying asset pricing process is a mixed process, we obtain the presentation of a new model for option pricing whose underlying asset pricing process is mixed process and improve some original results.