Efficient Monte Carlo Valuation of Corporate Bonds in Financial Networks

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Ahn, Dohyun, Capponi, Agostino
Format:	Preprint
Published:	2026
Subjects:	Computational Finance Pricing of Securities Risk Management
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Internet

https://arxiv.org/abs/2602.12770