RUS  ENG
Full version
VIDEO LIBRARY

10th International Conference on Stochastic Methods
June 2, 2025 17:45, Divnomorskoe, Gelendzhik, Health-sports campus "Raduga (Rainbow)"


Norm-Based Extensions of Lorden’s Inequality in $\mathbb R^d$: Applications to Portfolio Loss Analysis

B. M. Kushnarenko, R. A. Firsov


© Steklov Math. Inst. of RAS, 2025