Defaultable Game Options in a Hazard Process Model

  title={Defaultable Game Options in a Hazard Process Model},
  author={Tomasz R. Bielecki and St{\'e}phane Cr{\'e}pey and Monique Jeanblanc},
1 Department of Applied Mathematics, Illinois Institute of Technology, Chicago, IL 60616, USA 2 Département de Mathématiques, Université d’Évry Val d’Essonne, 91025 Évry Cedex, France 3 Europlace Institute of Finance, Palais Brongniart-28 Place de la Bourse, 75002 Paris, France 4 School of Mathematics and Statistics, University of New South Wales, Sydney, NSW 2052, Australia 5 Faculty of Mathematics and Information Science, Warsaw University of Technology, 00-661 Warszawa, Poland 

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