On the critical points of the 1-dimensional competitive learning vector quantization algorithm. - Damien Lamberton; Gilles Pagès (ESANN, 1996)

Local Risk-Minimization Under Transaction Costs. - Damien Lamberton; Huyên Pham; Martin Schweizer (Math. Oper. Res., 1998)

An analysis of a least squares regression method for American option pricing. - Emmanuelle Clement; Damien Lamberton; Philip Protter (Finance Stochastics, 2002)

The critical price for the American put in an exponential Lévy model. - Damien Lamberton; Mohammed Adam Mikou (Finance Stochastics, 2008)

Continuity Correction for Barrier Options in Jump-Diffusion Models. - El Hadj Aly Dia; Damien Lamberton (SIAM J. Financial Math., 2011)

The Smooth-Fit Property in an Exponential Lévy Model. - Damien Lamberton; Mohammed Adam Mikou (J. Appl. Probab., 2012)

Exercise boundary of the American put near maturity in an exponential Lévy model. - Damien Lamberton; Mohammed Adam Mikou (Finance Stochastics, 2013)

The Critical Price of the American Put Near Maturity in the Jump Diffusion Model. - Aych I. Bouselmi; Damien Lamberton (SIAM J. Financial Math., 2016)

Variational Formulation of American Option Prices in the Heston Model. - Damien Lamberton; Giulia Terenzi (SIAM J. Financial Math., 2019)