Monetary value measures in a category of probability spaces
classification
💱 q-fin.MF
keywords
categoryadachimeasuresmonetaryprobabilityspacesvaluebase
read the original abstract
We generalize the notion of monetary value measures developed with category theory in [Adachi, 2014] by extending their base category from the category \c{hi} to the category of probability spaces Prob introduced in [Adachi and Ryu, 2016].
This paper has not been read by Pith yet.
discussion (0)
Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.