  We develop a general method for derivative pricing. This approach has its
roots in Shannon's Information Theory. The notion of $\lambda$-analyticity of
L\'{e}vy models is introduced on the basis of which new representations of the
pricing integral are obtained. It is shown that popular in applications
L\'{e}vy models are $\lambda$-analytic. We apply these results to derive a
general algorithm for pricing of European call options.
