TY  - JOUR
AU  - Iñigo Arregui
AU  - Beatriz Salvador
AU  - Daniel Ševčovič
AU  - Carlos Vázquez
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
DO  - 10.1016/j.crma.2019.03.001
LA  - en
ID  - CRMATH_2019__357_3_252_0
ER  -