Vol-3649⫷ Vol-3650 ⫸Vol-3651
urn:nbn:de:0074-3650-0


Vol-3650/paper8⫷Vol-3650/paper9
Sergio CaprioliEmanuele CaglieroRiccardo Crupi

Quantifying Credit Portfolio Sensitivity to Asset Correlations With Interpretable Generative Neural Networks