TY  - JOUR
AU  - Arregui, Iñigo
AU  - Salvador, Beatriz
AU  - Ševčovič, Daniel
AU  - Vázquez, Carlos
TI  - Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
JO  - Comptes Rendus. Mathématique
PY  - 2019
SP  - 252
EP  - 257
VL  - 357
IS  - 3
PB  - Elsevier
UR  - http://www.numdam.org/articles/10.1016/j.crma.2019.03.001/
DO  - 10.1016/j.crma.2019.03.001
LA  - en
ID  - CRMATH_2019__357_3_252_0
ER  -