Under the assumptions that the risk asset is driven by the Levy jump diffusion process and has no dividens, a reset option pricing formula with predetermined dates is obtained in the case of time-dependent valatility rate and time-dependent interest rate by applying martingale method and changing of numeraire or changing of probability measure. The solution is also obtained when it has one reset time and the problem of pricing of this reset option is solved.

risk-neutral measure; martingale; reset option; numeraire; random measure