Mathematical analysis of a nonlinear PDE model for European options with counterparty risk

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Bibliographic Details
Published inComptes rendus. Mathématique Vol. 357; no. 3; pp. 252 - 257
Main Authors Arregui, Iñigo, Salvador, Beatriz, Ševčovič, Daniel, Vázquez, Carlos
Format Journal Article
LanguageEnglish
Published 01.03.2019
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ISSN:1778-3569
1778-3569
DOI:10.1016/j.crma.2019.03.001