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

  1. Arregui, I.
  2. Salvador, B.
  3. Ševčovič, D.
  4. Vázquez, C.
Journal:
Comptes Rendus Mathematique

ISSN: 1631-073X

Year of publication: 2019

Volume: 357

Issue: 3

Pages: 252-257

Type: Article

DOI: 10.1016/J.CRMA.2019.03.001 GOOGLE SCHOLAR
Data source: Scopus