<secondary-title/> </titles> <pages/> <volume/> <number/> <dates> <year>2011</year> <pub-dates> <date>2011</date> </pub-dates> </dates> <abstract>We propose to approximate the Meixner model by a member of the B-family introduced in [Kuz10a]. The advantage of such approximations are the semi-explicit formulas for the running extrema under the B-family processes which enables us to produce more efficient algorithms for certain path dependent options.</abstract> </record> </records> </xml>