Pure jump L'evy processes for asset price modeling

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Robust numerical valuation of European and American options under the CGMY process (2007, unknown): “Option pricing, under exponential Lévy process with finite activity [5, 8, 9, 10, 11, 12] and infinite activity [13, 14, 15, 16, 17] has been extensively studied.”
Pricing discretely monitored Asian options under Levy processes (2008, methodology): “If we dene Z k m +X k , from (22) we are interested in the distribution of the following quantity PT k=1 S k = e Z 1 1 + e 2 1 + e T .”
A Finite Difference Scheme for Option Pricing in Jump Diffusion and Exponential Lévy Models (2005, unknown): “Option pricing with exponential Lévy models is discussed in [12, 15, 17, 20, 27].”
Lévy Processes in Finance: Inverse Problems and Dependence Modelling (2004, background): “In these models, one does not need to introduce a Brownian component since the dynamics of jumps is already rich enough to generate nontrivial small time behavior [21] and it has been argued [21, 43, 66] that such models give a more realistic description of the price process at various time scales.”
A simple recursive numerical method for Bermudan option pricing under Lévy processes (2006, methodology): “To apply the quadrature option pricing method using transform techniques ( 16 ) is calculated at”