Tail-GAN: Learning to Simulate Tail Risk Scenarios.
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| Title: | Tail-GAN: Learning to Simulate Tail Risk Scenarios. |
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| Authors: | Cont, Rama1 (AUTHOR) rama.cont@maths.ox.ac.uk, Cucuringu, Mihai2 (AUTHOR) mihai@math.ucla.edu, Xu, Renyuan3 (AUTHOR) rx2364@nyu.edu, Zhang, Chao4 (AUTHOR) chaoz@hkust-gz.edu.cn |
| Source: | Management Science (INFORMS). Apr2026, Vol. 72 Issue 4, p2917-2936. 20p. |
| Database: | Business Source Ultimate |
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| ISSN: | 00251909 |
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| DOI: | 10.1287/mnsc.2023.00936 |