Defaultable game options in a hazard process model.
Bielecki, Tomasz R. ; Crépey, Stéphane ; Jeanblanc, Monique ; Rutkowski, Marek
Journal of Applied Mathematics and Stochastic Analysis, Tome 2009 (2009), / Harvested from The Electronic Library of Mathematics
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Publié le : 2009-01-01
DOI : https://doi.org/10.1155/2009/695798
EUDML-ID : urn:eudml:doc:225981 
@article{05637170,
     title = {Defaultable game options in a hazard process model.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2009},
     year = {2009},
     doi = {10.1155/2009/695798},
     zbl = {1191.91060},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05637170}
}

Bielecki, Tomasz R.; Crépey, Stéphane; Jeanblanc, Monique; Rutkowski, Marek. Defaultable game options in a hazard process model.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2009 (2009) . doi : 10.1155/2009/695798. http://gdmltest.u-ga.fr/item/05637170/