Abstract: Based on the assumption that the stock price obeys jump-diffusion models, this paper studies the asset pricing problem of two stock-linked financial products. Firstly,the parameters of the jump-diffusion model are estimated based on outlier detection, and the parameters of the geometric Brownian motion model are estimated by the moment estimation method. Then, according to the results of parameter estimation, the capital preserving financial products and the threshold financial products are priced separately, and the impacts of jump on the price of two products are analyzed. For the capital preserving financial products and the thresh-old financial products,the numerical simulation indicates that the model with jump process is closer to the original stock price. And when the stock price obeys the jump-diffusion model, both two products’price are higher than that of the stock price obeying geometric Brownian motion, which shows that the significant events described by the jump process will affect the stock price and have a major impact on the price of financial products. Therefore, this paper has some practical significance to research the pricing of stock-linked financial 
products with jump process.

Key words: Stock-linked financial products, Asset pricing , Jump-diffusion models , Outlier detection , Estimation of parameters