Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks

SSRN Electronic Journal 2026 Preprint Open access

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Authors: Dohyun Ahn, Agostino Capponi

DOI: 10.2139/ssrn.6229358

Cited by: 0

References: 50

Fields of Study & Subjects

Stochastic processes and financial applications Credit Risk and Financial Regulations Banking stability regulation efficiency

References 50