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