  We study pricing and (super)hedging for American options in an imperfect
market model with default, where the imperfections are taken into account via
the nonlinearity of the wealth dynamics. The payoff is given by an RCLL adapted
process $(\xi_t)$. We define the {\em seller's superhedging price} of the
American option as the minimum of the initial capitals which allow the seller
to build up a superhedging portfolio. We prove that this price coincides with
the value function of an optimal stopping problem with nonlinear expectations
induced by BSDEs with default jump, which corresponds to the solution of a
reflected BSDE with lower barrier. Moreover, we show the existence of a
superhedging portfolio strategy. We then consider the {\em buyer's superhedging
price}, which is defined as the supremum of the initial wealths which allow the
buyer to select an exercise time $\tau$ and a portfolio strategy $\varphi$ so
that he/she is superhedged. Under the additional assumption of left upper
semicontinuity along stopping times of $(\xi_t)$, we show the existence of a
superhedge $(\tau, \varphi)$ for the buyer, as well as a characterization of
the buyer's superhedging price via the solution of a nonlinear reflected BSDE
with upper barrier.
