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Damien Lamberton, Mohammed Adam Mikou. The critical price for the American put in an exponential Lévy model. Finance and Stochastics, 12(4):561-581, 2008. [doi]
Possibly Related PublicationsThe following publications are possibly variants of this publication: Exercise boundary of the American put near maturity in an exponential Lévy modelDamien Lamberton, Mohammed Adam Mikou. fs, 17(2):355-394, 2013. [doi] The Critical Price of the American Put Near Maturity in the Jump Diffusion ModelAych I. Bouselmi, Damien Lamberton. siamfm, 7(1):236-272, 2016. [doi]
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