The gravitational field of supermassive black holes is able to strongly bend
light rays emitted by nearby sources. When the deflection angle exceeds π,
gravitational lensing can be analytically approximated by the so-called strong
deflection limit. In this paper we remove the conventional assumption of
sources very far from the black hole, considering the distance of the source as
an additional parameter in the lensing problem to be treated exactly. We find
expressions for critical curves, caustics and all lensing observables valid for
any position of the source up to the horizon. After analyzing the spherically
symmetric case we focus on the Kerr black hole, for which we present an
analytical 3-dimensional description of the higher order caustic tubes.Comment: 20 pages, 8 figures, appendix added. In press on Physical Review