%0 Journal Article
%A Iñigo Arregui
%A Beatriz Salvador
%A Daniel Ševčovič
%A Carlos Vázquez
%T Mathematical analysis of a nonlinear PDE model for European options with counterparty risk
%J Comptes Rendus. Mathématique
%D 2019
%P 252-257
%V 357
%N 3
%I Elsevier
%R 10.1016/j.crma.2019.03.001
%G en
%F CRMATH_2019__357_3_252_0