Monetary value measures in a category of probability spaces
Mathematical Finance
2017-02-07 v1
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].
Cite
@article{arxiv.1702.01175,
title = {Monetary value measures in a category of probability spaces},
author = {Takanori Adachi and Yoshihiro Ryu},
journal= {arXiv preprint arXiv:1702.01175},
year = {2017}
}
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7 pages