@article{CRMATH_2019__357_3_252_0,
     author = {I\~nigo Arregui and Beatriz Salvador and Daniel \v{S}ev\v{c}ovi\v{c} and Carlos V\'azquez},
     title = {Mathematical analysis of a nonlinear {PDE} model for {European} options with counterparty risk},
     journal = {Comptes Rendus. Math\'ematique},
     pages = {252--257},
     publisher = {Elsevier},
     volume = {357},
     number = {3},
     year = {2019},
     doi = {10.1016/j.crma.2019.03.001},
     language = {en},
}