Toward categorical risk measure theory

zbMATH Open1304.91088MaRDI QIDQ2877681

Takanori Adachi

Publication date: 25 August 2014

Published in: Theory and Applications of Categories (Search for Journal in Brave)

Full work available at URL: http://www.emis.de/journals/TAC/volumes/29/14/29-14abs.html

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zbMATH Keywords

category theorydynamic programming principletime consistencyGrothendieck topologyaxiomatic risk measure theorydynamic monetary value measure

Mathematics Subject Classification ID

Financial applications of other theories (91G80) Grothendieck topologies and Grothendieck topoi (18F10)

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