ESAIM: Proceedings and Surveys

American options in an imperfect complete market with default

Roxana Dumitrescu, Marie-Claire Quenez and Agnès Sulem

ESAIM: ProcS, 64 (2018) 93-110

Published online: 20 November 2018

DOI: 10.1051/proc/201864093

Roxana Dumitrescu

Marie-Claire Quenez

Agnès Sulem

Articles written by ALL the selected authors (AND)

Articles written by ANY OF the selected authors (OR)