Dai [ 10] used their method to give the one-state binomial model for geometric average Asian options. In this paper, we generalize the results in Dai [ 10] to the jump diffusion models. Cheuk等人[7]给出了扩散模型中回望期权的单状态二叉树模型,Dai[10]将他们的结果推广至几何平均亚式期权的二叉树方法定价。