T ail -GAN: Learning to Simulate Tail Risk Scenarios

Rama Cont, Mihai Cucuringu, Renyuan Xu, Chao Zhang 0118. T ail -GAN: Learning to Simulate Tail Risk Scenarios. Management Science, 72(4):2917-2936, 2026. [doi]

Authors

Rama Cont

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Mihai Cucuringu

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Renyuan Xu

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Chao Zhang 0118

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