Implementation for the Normal Inverse Gaussian (NIG) model

main_whf.m - the main file for computing the Wiener-Hopf factors
main_put.m - the main file for computing price of the perpetual American put

nig_perpetual_put_barrier.m - computes the barrier for the perpetual American put
nig_perpetual_put_price.m - computes the price (P) of the perpetual American put
nig_perpetual_put_delta.m - computes the delta indicator (dP/ds) of the perpetual American put

nig_wh_m_factor.m - computes the Wiener-Hopf minus factor for real argument - explicit expression
nig_wh_m_factor_complex.m - computes the Wiener-Hopf minus factor for complex vector - explicit expression
nig_wh_m_factor_integral.m - computes the Wiener-Hopf minus factor using an integral representation
nig_wh_m_factor_mm.m - computes the Wiener-Hopf minus factor using the mixing measure
nig_wh_m_measure_atom.m - computes the mass of the atom of the Wiener-Hopf minus mixing measure
nig_wh_m_measure_density.m - computes the density of the Wiener-Hopf minus mixing measure

nig_wh_p_factor.m - computes the Wiener-Hopf plus factor for real argument - explicit expression
nig_wh_p_factor_complex.m - computes the Wiener-Hopf plus factor for complex vector - explicit expression
nig_wh_p_factor_integral.m - computes the Wiener-Hopf plus factor using an integral representation
nig_wh_p_factor_mm.m - computes the Wiener-Hopf plus factor using the mixing measure
nig_wh_p_measure_atom.m - computes the mass of the atom of the Wiener-Hopf plus mixing measure
nig_wh_p_measure_density.m - computes the density of the Wiener-Hopf plus mixing measure
