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

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)