On a metric on the space of monetary risk measures
General Topology
2019-06-27 v1
Abstract
We introduce a metric on the space of monetary risk measure, which generates the point-wise convergence topology and extends the metric on the initial compactum.
Cite
@article{arxiv.1906.11205,
title = {On a metric on the space of monetary risk measures},
author = {Sh. A. Ayupov and A. A. Zaitov},
journal= {arXiv preprint arXiv:1906.11205},
year = {2019}
}
Comments
10 pages